+5,044.8%
DGX vs UTHR
+7,277.3%
-2,232.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -0.3% | -2.9% | +2.6% | 0.0% |
| 30D | -1.2% | -7.6% | +6.4% | -0.4% |
| 3M | +19.9% | -8.6% | +28.5% | +20.9% |
| 6M | +19.2% | +4.1% | +15.1% | +18.4% |
| YTD | +37.5% | +2.2% | +35.3% | +36.6% |
| 1Y | +31.3% | +26.2% | +5.1% | +27.4% |
| 3Y | +96.6% | +121.2% | -24.6% | +77.2% |
| 5Y | +64.3% | +136.5% | -72.3% | +45.9% |
| 10Y | +241.1% | +300.1% | -59.0% | +179.5% |
| All | +5,044.8% | +7,277.3% | -2,232.5% | +2,874.9% |
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