+122.8%
DAL vs UTHR
+382.4%
-259.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | +8.8% | -6.1% | +14.9% | +10.2% |
| 30D | +5.4% | +3.1% | +2.3% | +4.8% |
| 3M | -4.9% | +5.5% | -10.4% | -6.3% |
| 6M | +19.8% | -5.8% | +25.7% | +20.8% |
| YTD | +27.0% | +15.3% | +11.6% | +21.8% |
| 1Y | +52.5% | +23.8% | +28.7% | +43.9% |
| 3Y | +173.8% | +146.3% | +27.5% | +114.8% |
| 5Y | +104.5% | +177.8% | -73.3% | +52.4% |
| All | +122.8% | +382.4% | -259.6% | +32.5% |
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 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