-25.8%
DPZ vs UTHR
+181.3%
-207.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | +0.8% |
| 7D | +9.5% | -4.7% | +14.2% | +9.9% |
| 30D | +12.8% | +4.4% | +8.3% | +12.4% |
| 3M | -6.2% | +9.0% | -15.2% | -7.0% |
| 6M | +4.3% | -1.1% | +5.4% | +4.2% |
| YTD | -16.6% | +16.1% | -32.7% | -18.1% |
| 1Y | -12.8% | +26.4% | -39.3% | -15.1% |
| 3Y | -0.8% | +152.1% | -152.9% | -11.4% |
| 5Y | -25.8% | +179.6% | -205.4% | -34.0% |
| All | -25.8% | +181.3% | -207.1% | -34.0% |
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 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