+35.7%
CTSH vs UTHR
+366.4%
-330.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.2% | +4.9% | -9.1% | -5.0% |
| 30D | +3.9% | +9.2% | -5.2% | +2.3% |
| 3M | +10.2% | +15.9% | -5.8% | +7.1% |
| 6M | +35.3% | +2.0% | +33.3% | +34.4% |
| YTD | -21.8% | +21.8% | -43.6% | -25.2% |
| 1Y | -12.1% | +28.6% | -40.7% | -16.8% |
| 3Y | +2.0% | +166.2% | -164.2% | -18.4% |
| 5Y | -15.3% | +191.8% | -207.1% | -35.2% |
| All | +35.7% | +366.4% | -330.7% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling