+180.6%
DVA vs UTHR
+313.7%
-133.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.4% |
| 7D | -1.3% | +1.9% | -3.3% | -1.7% |
| 30D | 0.0% | -2.9% | +2.9% | +0.5% |
| 3M | -10.9% | -8.9% | -2.1% | -9.6% |
| 6M | +17.3% | -8.7% | +26.0% | +18.9% |
| YTD | +59.8% | +2.0% | +57.8% | +58.5% |
| 1Y | +36.3% | +22.8% | +13.5% | +30.5% |
| 3Y | +88.6% | +120.6% | -32.0% | +55.8% |
| 5Y | +47.5% | +136.4% | -88.9% | +16.9% |
| All | +180.6% | +313.7% | -133.1% | +81.8% |
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 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