+95.3%
DOCU vs UTHR
+408.0%
-312.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -5.5% | -6.1% | +0.6% | -4.5% |
| 30D | +12.6% | +3.1% | +9.5% | +12.0% |
| 3M | +36.4% | +5.5% | +30.9% | +34.7% |
| 6M | +66.8% | -5.8% | +72.6% | +67.9% |
| YTD | +13.5% | +15.3% | -1.9% | +8.8% |
| 1Y | +11.3% | +23.8% | -12.5% | +5.0% |
| 3Y | +92.1% | +146.3% | -54.2% | +47.1% |
| 5Y | -71.0% | +177.8% | -248.8% | -79.3% |
| All | +95.3% | +408.0% | -312.6% | +5.0% |
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 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