-51.3%
OUST vs UTHR
+179.7%
-231.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.7% | +14.7% | +14.0% |
| 7D | +17.0% | -6.1% | +23.1% | +17.4% |
| 30D | -16.5% | +3.1% | -19.6% | -16.5% |
| 3M | -23.7% | +5.5% | -29.1% | -23.8% |
| 6M | +18.4% | -5.8% | +24.2% | +19.0% |
| YTD | +60.8% | +15.3% | +45.4% | +59.7% |
| 1Y | +44.2% | +23.8% | +20.4% | +42.8% |
| 3Y | +668.1% | +146.3% | +521.8% | +640.0% |
| All | -51.3% | +179.7% | -231.0% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling