-16.2%
DXCM vs UTHR
+118.3%
-134.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -3.2% | -5.4% | +2.2% | -3.1% |
| 30D | +6.3% | -6.0% | +12.4% | +6.5% |
| 3M | +21.1% | -11.0% | +32.1% | +21.5% |
| 6M | +20.6% | -0.5% | +21.1% | +20.4% |
| YTD | +32.4% | +0.1% | +32.4% | +32.1% |
| 1Y | +8.8% | +28.2% | -19.3% | +7.5% |
| All | -16.2% | +118.3% | -134.5% | -19.1% |
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