+7.4%
DASH vs UTHR
+133.0%
-125.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -10.6% | -5.4% | -5.2% | -9.8% |
| 30D | +2.2% | -6.0% | +8.2% | +3.0% |
| 3M | +32.3% | -11.0% | +43.2% | +34.5% |
| 6M | +19.1% | -0.5% | +19.6% | +18.7% |
| YTD | -6.5% | +0.1% | -6.6% | -7.2% |
| 1Y | -14.9% | +28.2% | -43.1% | -19.1% |
| 3Y | +151.9% | +113.8% | +38.1% | +106.6% |
| All | +7.4% | +133.0% | -125.6% | -17.7% |
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