+66.3%
CTAS vs UTHR
+118.5%
-52.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.8% | -5.4% | +3.6% | -1.6% |
| 30D | -0.2% | -6.0% | +5.8% | 0.0% |
| 3M | +11.7% | -11.0% | +22.7% | +12.1% |
| 6M | +0.7% | -0.5% | +1.2% | +0.8% |
| YTD | +7.4% | +0.1% | +7.3% | +7.4% |
| 1Y | -2.1% | +28.2% | -30.3% | -3.1% |
| All | +66.3% | +118.5% | -52.2% | +69.6% |
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