+87.1%
DOCN vs UTHR
+255.1%
-168.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -12.1% | -2.1% | -10.0% | -11.7% |
| 30D | -41.0% | +7.2% | -48.2% | -41.6% |
| 3M | -38.7% | +11.1% | -49.8% | -39.6% |
| 6M | -51.5% | +4.2% | -55.7% | -51.8% |
| YTD | +65.3% | +20.8% | +44.5% | +60.0% |
| 1Y | +53.9% | +29.7% | +24.2% | +47.3% |
| 3Y | +215.6% | +164.1% | +51.4% | +167.2% |
| 5Y | -26.2% | +190.7% | -216.8% | -39.3% |
| All | +87.1% | +255.1% | -168.0% | +53.8% |
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