+1,128.4%
ITW vs UTHR
+7,123.9%
-5,995.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -3.6% | -5.4% | +1.8% | -3.0% |
| 30D | -9.1% | -6.0% | -3.1% | -8.6% |
| 3M | +8.2% | -11.0% | +19.2% | +9.4% |
| 6M | -4.8% | -0.5% | -4.2% | -5.0% |
| YTD | +11.0% | +0.1% | +11.0% | +10.5% |
| 1Y | +4.2% | +28.2% | -23.9% | +1.0% |
| 3Y | +17.3% | +113.8% | -96.6% | +6.2% |
| 5Y | +33.0% | +131.3% | -98.3% | +18.6% |
| 10Y | +182.3% | +296.7% | -114.4% | +132.7% |
| All | +1,128.4% | +7,123.9% | -5,995.4% | +852.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling