+64.4%
DGX vs UTHR
+138.8%
-74.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.8% |
| 7D | -3.5% | +2.8% | -6.2% | -3.7% |
| 30D | -2.7% | -2.3% | -0.4% | -2.5% |
| 3M | +13.9% | -7.4% | +21.3% | +14.7% |
| 6M | +16.0% | -6.0% | +22.0% | +16.5% |
| YTD | +34.9% | +3.4% | +31.5% | +34.0% |
| 1Y | +30.6% | +27.1% | +3.5% | +26.7% |
| 3Y | +93.0% | +123.8% | -30.8% | +67.5% |
| 5Y | +64.4% | +139.6% | -75.2% | +38.5% |
| All | +64.4% | +138.8% | -74.3% | +38.5% |
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 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