-25.2%
SWKS vs UTHR
+114.7%
-139.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.6% |
| 7D | +12.5% | -5.4% | +17.9% | +12.9% |
| 30D | +10.5% | -6.0% | +16.5% | +10.9% |
| 3M | -7.4% | -11.0% | +3.6% | -6.7% |
| 6M | +32.7% | -0.5% | +33.2% | +31.9% |
| YTD | +19.2% | +0.1% | +19.1% | +18.3% |
| 1Y | +2.4% | +28.2% | -25.8% | -0.9% |
| All | -25.2% | +114.7% | -139.9% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling