+252.9%
DXCM vs UTHR
+308.5%
-55.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -6.0% | -4.3% |
| 7D | -6.2% | -2.9% | -3.4% | -5.6% |
| 30D | -0.3% | -7.6% | +7.3% | +1.4% |
| 3M | +10.3% | -8.6% | +18.9% | +12.3% |
| 6M | +24.1% | +4.1% | +20.0% | +21.9% |
| YTD | +27.4% | +2.2% | +25.2% | +25.2% |
| 1Y | +8.4% | +26.2% | -17.8% | +0.8% |
| 3Y | -19.0% | +121.2% | -140.2% | -39.1% |
| 5Y | -38.6% | +136.5% | -175.1% | -56.0% |
| 10Y | +252.9% | +300.1% | -47.2% | +84.4% |
| All | +252.9% | +308.5% | -55.6% | +84.4% |
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