+16.8%
DOC vs UTHR
+434.9%
-418.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.9% |
| 7D | +8.7% | +3.8% | +5.0% | +8.1% |
| 30D | +7.6% | +13.4% | -5.8% | +5.4% |
| 3M | -5.3% | +17.3% | -22.6% | -8.1% |
| 6M | +27.6% | +4.7% | +22.9% | +26.3% |
| YTD | +32.4% | +24.9% | +7.5% | +26.5% |
| 1Y | +22.9% | +39.1% | -16.3% | +15.1% |
| 3Y | +43.1% | +171.1% | -128.0% | +14.2% |
| 5Y | -21.4% | +202.1% | -223.5% | -39.6% |
| 10Y | +16.8% | +433.1% | -416.3% | -25.2% |
| All | +16.8% | +434.9% | -418.1% | -25.2% |
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