+188.3%
ITW vs UTHR
+313.7%
-125.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.3% |
| 7D | -0.7% | +1.9% | -2.7% | -1.1% |
| 30D | -8.3% | -2.9% | -5.5% | -8.0% |
| 3M | +6.0% | -8.9% | +14.9% | +7.5% |
| 6M | 0.0% | -8.7% | +8.7% | +1.1% |
| YTD | +10.2% | +2.0% | +8.2% | +9.0% |
| 1Y | +3.2% | +22.8% | -19.6% | -1.4% |
| 3Y | +21.0% | +120.6% | -99.6% | +0.4% |
| 5Y | +37.9% | +136.4% | -98.5% | +10.6% |
| All | +188.3% | +313.7% | -125.4% | +85.0% |
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 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