+2,550.5%
CTAS vs UTHR
+7,277.3%
-4,726.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | 0.0% | -2.9% | +2.8% | +0.3% |
| 30D | -1.0% | -7.6% | +6.6% | -0.1% |
| 3M | +15.8% | -8.6% | +24.3% | +16.9% |
| 6M | -1.0% | +4.1% | -5.1% | -1.7% |
| YTD | +7.4% | +2.2% | +5.2% | +6.6% |
| 1Y | -0.1% | +26.2% | -26.3% | -3.4% |
| 3Y | +66.3% | +121.2% | -54.9% | +48.0% |
| 5Y | +111.0% | +136.5% | -25.6% | +84.6% |
| 10Y | +662.9% | +300.1% | +362.8% | +512.9% |
| All | +2,550.5% | +7,277.3% | -4,726.8% | +2,166.3% |
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