-53.8%
OUST vs UTHR
+133.0%
-186.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +5.2% | -5.4% | +10.6% | +5.5% |
| 30D | -19.3% | -6.0% | -13.2% | -19.0% |
| 3M | -22.6% | -11.0% | -11.7% | -22.3% |
| 6M | +62.8% | -0.5% | +63.3% | +62.7% |
| YTD | +68.3% | +0.1% | +68.3% | +68.0% |
| 1Y | +28.5% | +28.2% | +0.4% | +26.7% |
| 3Y | +554.0% | +113.8% | +440.2% | +525.8% |
| All | -53.8% | +133.0% | -186.9% | -56.2% |
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