+26.1%
DECK vs UTHR
+133.0%
-106.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -2.2% | -5.4% | +3.2% | -1.5% |
| 30D | -13.6% | -6.0% | -7.5% | -13.0% |
| 3M | -21.2% | -11.0% | -10.3% | -20.1% |
| 6M | -21.1% | -0.5% | -20.6% | -21.2% |
| YTD | -17.2% | +0.1% | -17.3% | -17.6% |
| 1Y | -30.7% | +28.2% | -58.9% | -33.4% |
| 3Y | -3.4% | +113.8% | -117.2% | -14.2% |
| All | +26.1% | +133.0% | -106.9% | +10.4% |
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