+46,561.3%
DECK vs UTHR
+8,914.7%
+37,646.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.2% | +4.8% | +5.8% |
| 7D | +10.4% | +3.8% | +6.6% | +9.8% |
| 30D | +11.1% | +13.4% | -2.3% | +9.1% |
| 3M | -10.8% | +17.3% | -28.1% | -13.0% |
| 6M | -8.7% | +4.7% | -13.4% | -9.6% |
| YTD | -14.0% | +24.9% | -38.9% | -17.3% |
| 1Y | +12.0% | +39.1% | -27.1% | +6.2% |
| 3Y | -10.5% | +171.1% | -181.6% | -24.1% |
| 5Y | +28.5% | +202.1% | -173.6% | +6.0% |
| 10Y | +923.3% | +433.1% | +490.2% | +662.8% |
| All | +46,561.3% | +8,914.7% | +37,646.6% | +42,735.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling