+329.1%
DOV vs UTHR
+364.7%
-35.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.0% | +5.2% | -2.2% | +2.1% |
| 30D | +8.6% | +9.5% | -0.9% | +6.9% |
| 3M | +1.9% | +17.9% | -16.1% | -1.4% |
| 6M | -1.7% | +2.0% | -3.7% | -2.4% |
| YTD | +8.3% | +21.3% | -13.0% | +3.6% |
| 1Y | +16.6% | +27.9% | -11.3% | +10.3% |
| 3Y | +65.1% | +162.3% | -97.2% | +30.1% |
| 5Y | +29.2% | +190.7% | -161.6% | -2.9% |
| All | +329.1% | +364.7% | -35.5% | +157.8% |
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