+877.2%
DECK vs UTHR
+382.4%
+494.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +5.8% | -6.1% | +11.9% | +7.1% |
| 30D | +7.9% | +3.1% | +4.8% | +7.1% |
| 3M | -11.4% | +5.5% | -16.9% | -12.8% |
| 6M | -16.6% | -5.8% | -10.7% | -15.9% |
| YTD | -16.4% | +15.3% | -31.7% | -19.9% |
| 1Y | +8.6% | +23.8% | -15.1% | +2.4% |
| 3Y | -15.1% | +146.3% | -161.4% | -34.4% |
| 5Y | +22.9% | +177.8% | -154.9% | -10.9% |
| All | +877.2% | +382.4% | +494.8% | +460.3% |
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