+36.4%
ITW vs UTHR
+138.8%
-102.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -2.4% | +2.8% | -5.2% | -2.6% |
| 30D | -9.5% | -2.3% | -7.3% | -9.4% |
| 3M | +6.6% | -7.4% | +14.0% | +7.3% |
| 6M | -1.8% | -6.0% | +4.2% | -1.3% |
| YTD | +9.0% | +3.4% | +5.6% | +8.3% |
| 1Y | +3.6% | +27.1% | -23.5% | +0.5% |
| 3Y | +19.4% | +123.8% | -104.4% | +6.1% |
| 5Y | +36.4% | +139.6% | -103.2% | +19.0% |
| All | +36.4% | +138.8% | -102.4% | +19.0% |
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 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