+970.6%
CDW vs UTHR
+811.4%
+159.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.7% |
| 7D | +13.1% | -2.1% | +15.2% | +13.5% |
| 30D | +19.1% | +7.2% | +11.9% | +18.0% |
| 3M | +24.7% | +11.1% | +13.6% | +22.7% |
| 6M | +63.4% | +4.2% | +59.2% | +61.9% |
| YTD | +26.3% | +20.8% | +5.5% | +21.4% |
| 1Y | +20.6% | +29.7% | -9.1% | +14.5% |
| 3Y | -16.3% | +164.1% | -180.5% | -31.4% |
| 5Y | -3.9% | +190.7% | -194.6% | -23.8% |
| 10Y | +331.5% | +355.4% | -23.9% | +198.0% |
| All | +970.6% | +811.4% | +159.1% | +638.3% |
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