+851.5%
DE vs UTHR
+313.7%
+537.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -2.6% | +1.9% | -4.5% | -2.9% |
| 30D | +9.0% | -2.9% | +11.9% | +9.4% |
| 3M | +19.1% | -8.9% | +28.0% | +20.8% |
| 6M | +14.4% | -8.7% | +23.1% | +15.7% |
| YTD | +45.9% | +2.0% | +43.9% | +44.0% |
| 1Y | +43.6% | +22.8% | +20.8% | +36.5% |
| 3Y | +75.9% | +120.6% | -44.7% | +42.8% |
| 5Y | +98.8% | +136.4% | -37.7% | +55.0% |
| All | +851.5% | +313.7% | +537.8% | +486.2% |
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