+269.4%
CDW vs UTHR
+310.6%
-41.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.2% | -1.8% |
| 7D | -4.2% | +3.0% | -7.2% | -4.7% |
| 30D | +4.9% | -4.3% | +9.2% | +5.6% |
| 3M | +7.3% | -8.4% | +15.7% | +8.7% |
| 6M | +19.2% | -4.2% | +23.4% | +19.1% |
| YTD | +6.2% | +4.0% | +2.2% | +4.0% |
| 1Y | -14.0% | +25.5% | -39.5% | -19.0% |
| 3Y | -30.0% | +125.1% | -155.1% | -43.7% |
| 5Y | -23.6% | +140.3% | -163.9% | -40.9% |
| 10Y | +269.4% | +322.5% | -53.1% | +121.0% |
| All | +269.4% | +310.6% | -41.2% | +121.0% |
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