+32.1%
SWKS vs UTHR
+382.4%
-350.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -6.2% | -6.1% | 0.0% | -4.9% |
| 30D | -1.5% | +3.1% | -4.6% | -2.3% |
| 3M | +23.0% | +5.5% | +17.5% | +20.8% |
| 6M | +27.6% | -5.8% | +33.4% | +28.4% |
| YTD | +32.3% | +15.3% | +17.0% | +25.6% |
| 1Y | +20.1% | +23.8% | -3.7% | +11.9% |
| 3Y | +0.6% | +146.3% | -145.7% | -25.9% |
| 5Y | -42.3% | +177.8% | -220.1% | -60.5% |
| All | +32.1% | +382.4% | -350.3% | -31.1% |
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