-15.3%
DXCM vs UTHR
+166.1%
-181.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | +4.9% | +5.2% | -0.3% | +4.7% |
| 30D | -0.2% | +9.5% | -9.6% | -0.5% |
| 3M | -8.9% | +17.9% | -26.8% | -9.5% |
| 6M | +42.3% | +2.0% | +40.3% | +42.3% |
| YTD | +25.6% | +21.3% | +4.2% | +24.2% |
| 1Y | +39.5% | +27.9% | +11.7% | +37.6% |
| 3Y | -15.3% | +162.3% | -177.6% | -22.4% |
| All | -15.3% | +166.1% | -181.4% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling