+70.5%
DOCN vs UTHR
+239.1%
-168.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | -19.2% | -6.1% | -13.0% | -18.2% |
| 30D | -43.1% | +3.1% | -46.2% | -43.2% |
| 3M | -40.7% | +5.5% | -46.2% | -41.1% |
| 6M | -55.0% | -5.8% | -49.2% | -54.6% |
| YTD | +50.6% | +15.3% | +35.3% | +46.9% |
| 1Y | +54.0% | +23.8% | +30.2% | +48.5% |
| 3Y | +203.9% | +146.3% | +57.6% | +160.2% |
| 5Y | -29.4% | +177.8% | -207.2% | -41.5% |
| All | +70.5% | +239.1% | -168.5% | +41.2% |
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