-4.4%
DOC vs UTHR
+295.8%
-300.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -1.5% | -5.4% | +3.9% | -0.5% |
| 30D | -4.8% | -6.0% | +1.3% | -3.8% |
| 3M | +6.9% | -11.0% | +17.9% | +9.0% |
| 6M | +20.7% | -0.5% | +21.3% | +20.5% |
| YTD | +34.1% | +0.1% | +34.1% | +33.4% |
| 1Y | +22.6% | +28.2% | -5.5% | +16.4% |
| 3Y | +20.8% | +113.8% | -93.0% | +0.7% |
| 5Y | -24.9% | +131.3% | -156.2% | -39.3% |
| All | -4.4% | +295.8% | -300.2% | -37.0% |
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