+90.7%
OTIS vs UTHR
+646.9%
-556.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.3% | +5.2% | -6.5% | -1.8% |
| 30D | +12.8% | +9.5% | +3.3% | +11.8% |
| 3M | +7.4% | +17.9% | -10.6% | +5.5% |
| 6M | +7.7% | +2.0% | +5.7% | +7.4% |
| YTD | -9.3% | +21.3% | -30.6% | -11.4% |
| 1Y | -12.1% | +27.9% | -40.0% | -14.6% |
| 3Y | +0.6% | +162.3% | -161.7% | -12.2% |
| 5Y | -1.1% | +190.7% | -191.8% | -16.4% |
| All | +90.7% | +646.9% | -556.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling