+4.2%
ITW vs UTHR
+23.3%
-19.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.6% |
| 7D | -3.6% | -5.4% | +1.8% | -3.5% |
| 30D | -9.1% | -6.0% | -3.1% | -9.0% |
| 3M | +8.2% | -11.0% | +19.2% | +8.5% |
| 6M | -4.8% | -0.5% | -4.2% | -4.3% |
| YTD | +11.0% | +0.1% | +11.0% | +11.8% |
| 1Y | +4.2% | +28.2% | -23.9% | +4.9% |
| All | +4.2% | +23.3% | -19.0% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling