-31.1%
DOCN vs UTHR
+181.3%
-212.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.0% | -8.8% | -14.6% |
| 7D | -29.3% | -4.7% | -24.6% | -28.5% |
| 30D | -46.0% | +4.4% | -50.5% | -46.3% |
| 3M | -43.2% | +9.0% | -52.2% | -44.0% |
| 6M | -53.7% | -1.1% | -52.6% | -53.6% |
| YTD | +46.9% | +16.1% | +30.8% | +42.7% |
| 1Y | +54.3% | +26.4% | +27.9% | +47.6% |
| 3Y | +185.5% | +152.1% | +33.5% | +136.4% |
| 5Y | -31.1% | +179.6% | -210.7% | -45.7% |
| All | -31.1% | +181.3% | -212.4% | -45.7% |
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 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