+490.5%
DDOG vs UTHR
+495.0%
-4.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +3.2% | +2.8% | +0.5% | +2.8% |
| 30D | -10.2% | -2.3% | -7.9% | -9.8% |
| 3M | -2.6% | -7.4% | +4.8% | -1.5% |
| 6M | +80.1% | -6.0% | +86.1% | +80.3% |
| YTD | +63.0% | +3.4% | +59.6% | +59.6% |
| 1Y | +59.4% | +27.1% | +32.3% | +49.4% |
| 3Y | +127.0% | +123.8% | +3.2% | +81.7% |
| 5Y | +61.7% | +139.6% | -78.0% | +23.8% |
| All | +490.5% | +495.0% | -4.6% | +230.6% |
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