-16.3%
DXCM vs UTHR
+150.6%
-166.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.9% |
| 7D | -3.5% | -6.1% | +2.6% | -3.2% |
| 30D | -5.8% | +3.1% | -8.9% | -5.9% |
| 3M | -4.3% | +5.5% | -9.8% | -4.5% |
| 6M | +31.6% | -5.8% | +37.4% | +32.1% |
| YTD | +19.6% | +15.3% | +4.3% | +18.6% |
| 1Y | +36.9% | +23.8% | +13.1% | +35.1% |
| 3Y | -16.3% | +146.3% | -162.6% | -26.9% |
| All | -16.3% | +150.6% | -166.8% | -26.9% |
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