+5,555.9%
DKS vs UTHR
+6,557.4%
-1,001.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -5.3% |
| 7D | -0.4% | -2.9% | +2.4% | +0.1% |
| 30D | -36.6% | -7.6% | -29.0% | -35.8% |
| 3M | -37.6% | -8.6% | -29.0% | -36.7% |
| 6M | -32.1% | +4.1% | -36.2% | -33.0% |
| YTD | -32.3% | +2.2% | -34.5% | -33.2% |
| 1Y | -39.5% | +26.2% | -65.7% | -42.8% |
| 3Y | +27.7% | +121.2% | -93.5% | +3.8% |
| 5Y | +15.0% | +136.5% | -121.5% | -9.7% |
| 10Y | +192.6% | +300.1% | -107.5% | +94.9% |
| All | +5,555.9% | +6,557.4% | -1,001.5% | +1,986.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling