+67.3%
DVN vs UTHR
+313.7%
-246.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.8% |
| 7D | +4.5% | +1.9% | +2.6% | +3.9% |
| 30D | +12.0% | -2.9% | +14.8% | +12.8% |
| 3M | +13.4% | -8.9% | +22.3% | +16.2% |
| 6M | +12.1% | -8.7% | +20.8% | +13.9% |
| YTD | +38.8% | +2.0% | +36.8% | +35.5% |
| 1Y | +46.0% | +22.8% | +23.2% | +34.1% |
| 3Y | +9.5% | +120.6% | -111.1% | -22.5% |
| 5Y | +125.3% | +136.4% | -11.2% | +48.4% |
| All | +67.3% | +313.7% | -246.4% | -21.5% |
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