+583.4%
DG vs UTHR
+1,050.3%
-466.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +8.4% | -5.4% | +13.8% | +9.1% |
| 30D | +4.9% | -6.0% | +11.0% | +5.7% |
| 3M | +29.3% | -11.0% | +40.3% | +31.0% |
| 6M | -11.3% | -0.5% | -10.7% | -11.5% |
| YTD | +1.8% | +0.1% | +1.7% | +1.3% |
| 1Y | +25.3% | +28.2% | -2.8% | +20.9% |
| 3Y | +9.1% | +113.8% | -104.7% | -2.9% |
| 5Y | -34.9% | +131.3% | -166.2% | -43.2% |
| 10Y | +108.2% | +296.7% | -188.6% | +63.1% |
| All | +583.4% | +1,050.3% | -466.9% | +352.5% |
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