+338.5%
SHW vs UTHR
+366.4%
-27.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +0.7% | +4.9% | -4.2% | -0.1% |
| 30D | +8.4% | +9.2% | -0.8% | +6.9% |
| 3M | -2.2% | +15.9% | -18.2% | -4.8% |
| 6M | +13.3% | +2.0% | +11.3% | +12.6% |
| YTD | +9.2% | +21.8% | -12.5% | +4.8% |
| 1Y | +2.9% | +28.6% | -25.6% | -2.2% |
| 3Y | +41.1% | +166.2% | -125.1% | +12.4% |
| 5Y | +11.0% | +191.8% | -180.8% | -15.1% |
| All | +338.5% | +366.4% | -27.8% | +173.0% |
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