+317.9%
DRI vs UTHR
+366.4%
-48.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.3% | +4.9% | -5.2% | -1.5% |
| 30D | +10.8% | +9.2% | +1.7% | +8.4% |
| 3M | +0.9% | +15.9% | -15.0% | -3.2% |
| 6M | +16.3% | +2.0% | +14.3% | +15.1% |
| YTD | +27.8% | +21.8% | +6.0% | +19.9% |
| 1Y | +33.9% | +28.6% | +5.3% | +23.8% |
| 3Y | +67.2% | +166.2% | -99.1% | +20.4% |
| 5Y | +79.0% | +191.8% | -112.8% | +20.9% |
| All | +317.9% | +366.4% | -48.4% | +110.1% |
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