-38.7%
DOCS vs UTHR
+220.3%
-259.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | -0.8% | -6.1% | +5.4% | +0.1% |
| 30D | +17.4% | +3.1% | +14.3% | +16.9% |
| 3M | +57.4% | +5.5% | +51.9% | +56.0% |
| 6M | +26.5% | -5.8% | +32.4% | +27.2% |
| YTD | -26.6% | +15.3% | -41.9% | -28.5% |
| 1Y | -48.1% | +23.8% | -71.8% | -49.9% |
| 3Y | +52.6% | +146.3% | -93.7% | +25.9% |
| 5Y | -52.1% | +177.8% | -229.9% | -63.4% |
| All | -38.7% | +220.3% | -259.0% | -55.9% |
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