+298.9%
CDW vs UTHR
+364.7%
-65.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +9.3% | +5.2% | +4.1% | +8.4% |
| 30D | +14.4% | +9.5% | +4.9% | +12.8% |
| 3M | +21.4% | +17.9% | +3.5% | +18.1% |
| 6M | +72.8% | +2.0% | +70.8% | +71.8% |
| YTD | +28.0% | +21.3% | +6.7% | +22.2% |
| 1Y | +19.3% | +27.9% | -8.5% | +12.7% |
| 3Y | -15.3% | +162.3% | -177.7% | -33.5% |
| 5Y | -3.8% | +190.7% | -194.5% | -28.1% |
| All | +298.9% | +364.7% | -65.8% | +136.7% |
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