+2,850.0%
CTAS vs UTHR
+8,529.0%
-5,679.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | -0.1% |
| 7D | -0.7% | -2.3% | +1.6% | -0.5% |
| 30D | +10.3% | +6.1% | +4.2% | +9.5% |
| 3M | +10.2% | +8.1% | +2.1% | +9.0% |
| 6M | +34.4% | +3.1% | +31.3% | +33.5% |
| YTD | +19.6% | +19.5% | 0.0% | +16.4% |
| 1Y | +21.8% | +29.7% | -8.0% | +17.4% |
| 3Y | +74.1% | +162.7% | -88.6% | +51.8% |
| 5Y | +114.0% | +192.8% | -78.8% | +82.6% |
| 10Y | +813.9% | +348.1% | +465.8% | +623.7% |
| All | +2,850.0% | +8,529.0% | -5,679.0% | +2,373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling