-24.5%
SWK vs UTHR
+190.4%
-214.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +2.5% |
| 7D | +10.7% | -2.3% | +13.0% | +10.9% |
| 30D | +33.3% | +6.1% | +27.3% | +32.6% |
| 3M | +14.7% | +8.1% | +6.6% | +13.7% |
| 6M | +48.5% | +3.1% | +45.4% | +47.9% |
| YTD | +63.9% | +19.5% | +44.3% | +60.0% |
| 1Y | +80.4% | +29.7% | +50.7% | +74.2% |
| 3Y | +58.1% | +162.7% | -104.6% | +33.5% |
| 5Y | -24.5% | +192.8% | -217.3% | -39.0% |
| All | -24.5% | +190.4% | -214.9% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling