+95.5%
DOCU vs UTHR
+432.0%
-336.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -3.4% | -2.1% | -1.2% | -3.0% |
| 30D | +9.3% | +7.2% | +2.1% | +7.9% |
| 3M | +30.2% | +11.1% | +19.1% | +27.3% |
| 6M | +62.1% | +4.2% | +57.9% | +60.2% |
| YTD | +13.5% | +20.8% | -7.3% | +7.9% |
| 1Y | +11.5% | +29.7% | -18.2% | +4.3% |
| 3Y | +89.5% | +164.1% | -74.6% | +42.9% |
| 5Y | -69.6% | +190.7% | -260.3% | -78.5% |
| All | +95.5% | +432.0% | -336.5% | +4.2% |
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