+248.1%
DGX vs UTHR
+313.7%
-65.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -0.9% | +1.9% | -2.8% | -1.2% |
| 30D | -1.2% | -2.9% | +1.7% | -0.8% |
| 3M | +15.8% | -8.9% | +24.6% | +17.1% |
| 6M | +18.2% | -8.7% | +26.9% | +19.3% |
| YTD | +37.2% | +2.0% | +35.2% | +36.0% |
| 1Y | +30.4% | +22.8% | +7.6% | +25.7% |
| 3Y | +96.7% | +120.6% | -23.9% | +68.2% |
| 5Y | +67.2% | +136.4% | -69.3% | +39.5% |
| All | +248.1% | +313.7% | -65.6% | +150.6% |
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