+1,121.9%
ITW vs UTHR
+7,277.3%
-6,155.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.7% |
| 7D | -0.4% | -2.9% | +2.4% | -0.2% |
| 30D | -9.4% | -7.6% | -1.8% | -8.7% |
| 3M | +7.1% | -8.6% | +15.7% | +8.0% |
| 6M | -1.9% | +4.1% | -6.0% | -2.5% |
| YTD | +10.4% | +2.2% | +8.2% | +9.7% |
| 1Y | +3.3% | +26.2% | -22.9% | +0.3% |
| 3Y | +21.0% | +121.2% | -100.2% | +9.2% |
| 5Y | +36.3% | +136.5% | -100.2% | +21.2% |
| 10Y | +185.8% | +300.1% | -114.3% | +135.3% |
| All | +1,121.9% | +7,277.3% | -6,155.4% | +845.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling