+5,213.7%
SHW vs UTHR
+7,123.9%
-1,910.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -3.2% | -5.4% | +2.2% | -2.7% |
| 30D | -9.5% | -6.0% | -3.5% | -9.0% |
| 3M | +11.5% | -11.0% | +22.4% | +12.6% |
| 6M | -3.5% | -0.5% | -3.0% | -3.7% |
| YTD | +3.7% | +0.1% | +3.6% | +3.4% |
| 1Y | -7.9% | +28.2% | -36.1% | -10.6% |
| 3Y | +24.7% | +113.8% | -89.1% | +13.7% |
| 5Y | +13.6% | +131.3% | -117.7% | +2.1% |
| 10Y | +283.0% | +296.7% | -13.8% | +220.3% |
| All | +5,213.7% | +7,123.9% | -1,910.2% | +3,850.8% |
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