+102.2%
DG vs UTHR
+310.6%
-208.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.8% |
| 7D | -4.8% | +3.0% | -7.8% | -5.2% |
| 30D | +1.8% | -4.3% | +6.1% | +2.2% |
| 3M | +14.5% | -8.4% | +22.8% | +15.5% |
| 6M | -13.6% | -4.2% | -9.3% | -13.4% |
| YTD | -4.8% | +4.0% | -8.9% | -5.8% |
| 1Y | +21.6% | +25.5% | -3.9% | +17.5% |
| 3Y | +4.5% | +125.1% | -120.7% | -8.6% |
| 5Y | -38.5% | +140.3% | -178.8% | -47.3% |
| 10Y | +102.2% | +322.5% | -220.3% | +46.3% |
| All | +102.2% | +310.6% | -208.4% | +46.3% |
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