+2,907.7%
CTAS vs UTHR
+8,689.8%
-5,782.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.5% | +4.9% | -4.4% | -0.1% |
| 30D | +10.2% | +9.2% | +1.1% | +9.1% |
| 3M | +12.1% | +15.9% | -3.9% | +10.0% |
| 6M | +38.3% | +2.0% | +36.3% | +37.6% |
| YTD | +21.9% | +21.8% | +0.1% | +18.4% |
| 1Y | +24.0% | +28.6% | -4.5% | +19.7% |
| 3Y | +75.1% | +166.2% | -91.1% | +52.5% |
| 5Y | +116.9% | +191.8% | -74.9% | +85.1% |
| 10Y | +821.3% | +367.2% | +454.1% | +626.3% |
| All | +2,907.7% | +8,689.8% | -5,782.1% | +2,416.4% |
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