+119.0%
UTHR vs DAR
+13.3%
+105.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | -5.4% | +1.4% | -6.8% | -5.4% |
| 30D | -6.0% | +12.8% | -18.8% | -6.3% |
| 3M | -11.0% | +7.4% | -18.3% | -11.1% |
| 6M | -0.5% | +22.3% | -22.8% | -1.1% |
| YTD | +0.1% | +81.1% | -81.0% | -1.3% |
| 1Y | +28.2% | +106.5% | -78.3% | +26.0% |
| All | +119.0% | +13.3% | +105.7% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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