+12.4%
DKS vs UTHR
+138.8%
-126.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.7% | +2.8% | -7.5% | -5.0% |
| 30D | -35.1% | -2.3% | -32.8% | -35.0% |
| 3M | -37.7% | -7.4% | -30.3% | -37.3% |
| 6M | -30.7% | -6.0% | -24.8% | -30.4% |
| YTD | -31.9% | +3.4% | -35.3% | -32.3% |
| 1Y | -40.0% | +27.1% | -67.1% | -41.3% |
| 3Y | +28.4% | +123.8% | -95.4% | +17.6% |
| 5Y | +12.4% | +139.6% | -127.2% | +1.1% |
| All | +12.4% | +138.8% | -126.3% | +1.1% |
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