+2,894.9%
DXCM vs UTHR
+1,951.8%
+943.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -3.2% | -5.4% | +2.2% | -1.9% |
| 30D | +6.3% | -6.0% | +12.4% | +7.8% |
| 3M | +21.1% | -11.0% | +32.1% | +24.2% |
| 6M | +20.6% | -0.5% | +21.1% | +19.8% |
| YTD | +32.4% | +0.1% | +32.4% | +30.8% |
| 1Y | +8.8% | +28.2% | -19.3% | +0.6% |
| 3Y | -13.7% | +113.8% | -127.6% | -33.4% |
| 5Y | -35.2% | +131.3% | -166.5% | -52.1% |
| 10Y | +281.8% | +296.7% | -14.9% | +130.6% |
| All | +2,894.9% | +1,951.8% | +943.1% | +1,072.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling