+27.6%
SWKS vs UTHR
+299.3%
-271.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.6% |
| 7D | +12.5% | -5.4% | +17.9% | +13.9% |
| 30D | +10.5% | -6.0% | +16.5% | +12.0% |
| 3M | -7.4% | -11.0% | +3.6% | -5.1% |
| 6M | +32.7% | -0.5% | +33.2% | +31.4% |
| YTD | +19.2% | +0.1% | +19.1% | +17.4% |
| 1Y | +2.4% | +28.2% | -25.8% | -5.7% |
| 3Y | -25.6% | +113.8% | -139.4% | -43.3% |
| 5Y | -53.4% | +131.3% | -184.7% | -66.5% |
| All | +27.6% | +299.3% | -271.7% | -32.8% |
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 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