+58.4%
OVV vs UTHR
+299.3%
-240.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +0.3% | -5.4% | +5.7% | +2.1% |
| 30D | +11.7% | -6.0% | +17.8% | +13.9% |
| 3M | +9.8% | -11.0% | +20.8% | +13.7% |
| 6M | +26.6% | -0.5% | +27.1% | +25.0% |
| YTD | +67.0% | +0.1% | +67.0% | +63.5% |
| 1Y | +55.9% | +28.2% | +27.8% | +38.9% |
| 3Y | +45.5% | +113.8% | -68.3% | -1.1% |
| 5Y | +157.3% | +131.3% | +26.0% | +61.9% |
| All | +58.4% | +299.3% | -240.9% | -28.1% |
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