+40.2%
DUK vs UTHR
+138.8%
-98.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -1.7% | +2.8% | -4.5% | -1.9% |
| 30D | -2.2% | -2.3% | 0.0% | -2.1% |
| 3M | -3.7% | -7.4% | +3.7% | -3.2% |
| 6M | -6.3% | -6.0% | -0.4% | -6.1% |
| YTD | +4.5% | +3.4% | +1.1% | +4.0% |
| 1Y | +1.8% | +27.1% | -25.3% | -0.4% |
| 3Y | +46.8% | +123.8% | -77.0% | +31.3% |
| 5Y | +40.2% | +139.6% | -99.4% | +22.7% |
| All | +40.2% | +138.8% | -98.5% | +22.7% |
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