+294.9%
SCHW vs UTHR
+313.7%
-18.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -1.9% | +1.9% | -3.8% | -2.3% |
| 30D | -1.6% | -2.9% | +1.2% | -1.2% |
| 3M | +21.3% | -8.9% | +30.1% | +23.3% |
| 6M | +16.5% | -8.7% | +25.2% | +18.2% |
| YTD | +8.4% | +2.0% | +6.4% | +7.0% |
| 1Y | +15.6% | +22.8% | -7.2% | +9.4% |
| 3Y | +86.8% | +120.6% | -33.8% | +47.1% |
| 5Y | +60.5% | +136.4% | -75.9% | +20.9% |
| All | +294.9% | +313.7% | -18.8% | +126.3% |
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