+319.5%
CDW vs UTHR
+363.8%
-44.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +4.2% |
| 7D | +9.3% | -2.3% | +11.6% | +9.8% |
| 30D | +15.8% | +6.1% | +9.7% | +14.8% |
| 3M | +21.8% | +8.1% | +13.7% | +20.1% |
| 6M | +58.8% | +3.1% | +55.7% | +57.5% |
| YTD | +22.8% | +19.5% | +3.2% | +17.4% |
| 1Y | +17.9% | +29.7% | -11.8% | +10.9% |
| 3Y | -17.4% | +162.7% | -180.1% | -35.4% |
| 5Y | -5.7% | +192.8% | -198.5% | -29.9% |
| 10Y | +319.5% | +348.1% | -28.6% | +146.4% |
| All | +319.5% | +363.8% | -44.3% | +146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling