-53.0%
SWKS vs UTHR
+133.0%
-186.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.6% |
| 7D | +12.5% | -5.4% | +17.9% | +13.1% |
| 30D | +10.5% | -6.0% | +16.5% | +11.1% |
| 3M | -7.4% | -11.0% | +3.6% | -6.4% |
| 6M | +32.7% | -0.5% | +33.2% | +31.9% |
| YTD | +19.2% | +0.1% | +19.1% | +18.2% |
| 1Y | +2.4% | +28.2% | -25.8% | -1.6% |
| 3Y | -25.6% | +113.8% | -139.4% | -34.0% |
| All | -53.0% | +133.0% | -186.1% | -59.7% |
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 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