+42.5%
OVV vs UTHR
+363.8%
-321.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -1.2% |
| 7D | -10.7% | -2.3% | -8.4% | -10.2% |
| 30D | -5.3% | +6.1% | -11.4% | -7.2% |
| 3M | +2.4% | +8.1% | -5.7% | -1.0% |
| 6M | +5.7% | +3.1% | +2.5% | +3.5% |
| YTD | +56.8% | +19.5% | +37.2% | +43.7% |
| 1Y | +59.3% | +29.7% | +29.5% | +41.7% |
| 3Y | +49.0% | +162.7% | -113.7% | -6.6% |
| 5Y | +88.1% | +192.8% | -104.7% | +7.3% |
| 10Y | +42.5% | +348.1% | -305.6% | -39.2% |
| All | +42.5% | +363.8% | -321.2% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling