-37.9%
DG vs UTHR
+139.1%
-177.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.2% |
| 7D | -2.5% | -2.9% | +0.4% | -2.2% |
| 30D | +1.0% | -7.6% | +8.6% | +1.7% |
| 3M | +20.3% | -8.6% | +28.9% | +21.2% |
| 6M | -11.7% | +4.1% | -15.9% | -12.3% |
| YTD | -2.3% | +2.2% | -4.5% | -2.9% |
| 1Y | +20.0% | +26.2% | -6.2% | +17.0% |
| 3Y | +7.2% | +121.2% | -114.0% | -3.6% |
| 5Y | -37.9% | +136.5% | -174.5% | -46.0% |
| All | -37.9% | +139.1% | -177.0% | -46.0% |
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