-28.8%
DPZ vs UTHR
+133.0%
-161.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -2.5% | -5.4% | +2.9% | -2.1% |
| 30D | -7.0% | -6.0% | -0.9% | -6.6% |
| 3M | +11.6% | -11.0% | +22.6% | +12.6% |
| 6M | -15.2% | -0.5% | -14.6% | -15.5% |
| YTD | -17.2% | +0.1% | -17.3% | -17.7% |
| 1Y | -24.8% | +28.2% | -53.0% | -27.2% |
| 3Y | -8.7% | +113.8% | -122.5% | -16.9% |
| All | -28.8% | +133.0% | -161.9% | -34.8% |
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 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