+60.1%
DOCN vs UTHR
+133.0%
-73.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +1.1% | -5.4% | +6.5% | +2.1% |
| 30D | -9.6% | -6.0% | -3.6% | -8.7% |
| 3M | -37.7% | -11.0% | -26.7% | -36.5% |
| 6M | +115.2% | -0.5% | +115.7% | +114.3% |
| YTD | +133.7% | +0.1% | +133.7% | +132.5% |
| 1Y | +250.2% | +28.2% | +222.0% | +233.4% |
| 3Y | +320.3% | +113.8% | +206.5% | +257.0% |
| All | +60.1% | +133.0% | -73.0% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling