+20.8%
SWK vs UTHR
+362.9%
-342.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -2.3% | -2.1% | -0.2% | -1.9% |
| 30D | +30.4% | +8.3% | +22.1% | +28.4% |
| 3M | +12.1% | +15.5% | -3.4% | +8.5% |
| 6M | +49.1% | +4.5% | +44.6% | +47.1% |
| YTD | +60.4% | +22.2% | +38.2% | +51.7% |
| 1Y | +78.3% | +29.7% | +48.6% | +66.3% |
| 3Y | +53.3% | +167.3% | -114.0% | +14.6% |
| 5Y | -27.0% | +196.5% | -223.5% | -48.4% |
| 10Y | +20.8% | +369.0% | -348.2% | -32.7% |
| All | +20.8% | +362.9% | -342.1% | -32.7% |
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