+147.8%
SW vs UTHR
+295.8%
-148.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -5.1% | -5.4% | +0.3% | -4.7% |
| 30D | -4.6% | -6.0% | +1.5% | -4.2% |
| 3M | +9.4% | -11.0% | +20.4% | +10.3% |
| 6M | +3.5% | -0.5% | +4.0% | +3.4% |
| YTD | +22.0% | +0.1% | +22.0% | +21.7% |
| 1Y | +2.2% | +28.2% | -26.0% | -0.4% |
| 3Y | +19.6% | +113.8% | -94.2% | +10.5% |
| 5Y | -2.3% | +131.3% | -133.6% | -11.3% |
| All | +147.8% | +295.8% | -148.0% | +106.9% |
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