+28.7%
SWK vs UTHR
+382.4%
-353.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +11.0% | -6.1% | +17.2% | +12.5% |
| 30D | +30.1% | +3.1% | +26.9% | +29.2% |
| 3M | +14.7% | +5.5% | +9.2% | +13.0% |
| 6M | +44.5% | -5.8% | +50.3% | +45.6% |
| YTD | +59.4% | +15.3% | +44.0% | +52.5% |
| 1Y | +77.5% | +23.8% | +53.7% | +67.1% |
| 3Y | +49.5% | +146.3% | -96.8% | +13.9% |
| 5Y | -24.9% | +177.8% | -202.7% | -46.1% |
| All | +28.7% | +382.4% | -353.6% | -27.7% |
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