+252.3%
DOCN vs UTHR
+171.3%
+81.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.4% | -7.4% |
| 7D | -20.0% | +3.8% | -23.8% | -20.5% |
| 30D | -38.8% | +13.4% | -52.2% | -40.1% |
| 3M | -34.8% | +17.3% | -52.1% | -36.6% |
| 6M | -22.8% | +4.7% | -27.5% | -23.6% |
| YTD | +74.6% | +24.9% | +49.7% | +67.4% |
| 1Y | +116.4% | +39.1% | +77.3% | +103.7% |
| All | +252.3% | +171.3% | +81.0% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling