+13.7%
DOC vs UTHR
+385.6%
-371.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +0.9% |
| 7D | +6.2% | -4.7% | +10.9% | +7.0% |
| 30D | +6.5% | +4.4% | +2.0% | +5.6% |
| 3M | -6.2% | +9.0% | -15.2% | -7.9% |
| 6M | +25.6% | -1.1% | +26.7% | +25.5% |
| YTD | +32.1% | +16.1% | +16.0% | +27.7% |
| 1Y | +20.3% | +26.4% | -6.1% | +14.5% |
| 3Y | +42.7% | +152.1% | -109.3% | +15.4% |
| 5Y | -22.2% | +179.6% | -201.8% | -39.3% |
| All | +13.7% | +385.6% | -371.9% | -25.4% |
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