+126.0%
DUK vs UTHR
+313.7%
-187.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.2% |
| 7D | -0.7% | +1.9% | -2.6% | -0.8% |
| 30D | -2.4% | -2.9% | +0.4% | -2.2% |
| 3M | -3.0% | -8.9% | +5.9% | -2.3% |
| 6M | -6.6% | -8.7% | +2.2% | -6.0% |
| YTD | +4.6% | +2.0% | +2.5% | +4.0% |
| 1Y | +1.2% | +22.8% | -21.6% | -1.0% |
| 3Y | +45.7% | +120.6% | -75.0% | +32.3% |
| 5Y | +40.3% | +136.4% | -96.1% | +25.7% |
| All | +126.0% | +313.7% | -187.7% | +82.2% |
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