-72.2%
CHWY vs UTHR
+135.8%
-208.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | -13.6% | +1.9% | -15.6% | -13.9% |
| 30D | -8.5% | -2.9% | -5.7% | -8.2% |
| 3M | +8.9% | -8.9% | +17.8% | +10.2% |
| 6M | -20.5% | -8.7% | -11.7% | -19.6% |
| YTD | -38.2% | +2.0% | -40.2% | -38.6% |
| 1Y | -43.3% | +22.8% | -66.0% | -45.4% |
| 3Y | -8.5% | +120.6% | -129.2% | -24.3% |
| All | -72.2% | +135.8% | -208.0% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling