+38.7%
CTSH vs UTHR
+349.3%
-310.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.0% |
| 7D | +1.8% | -2.1% | +3.9% | +2.1% |
| 30D | +9.8% | +7.2% | +2.6% | +8.4% |
| 3M | +12.1% | +11.1% | +1.0% | +9.8% |
| 6M | +27.4% | +4.2% | +23.2% | +26.1% |
| YTD | -20.3% | +20.8% | -41.1% | -23.6% |
| 1Y | -8.8% | +29.7% | -38.5% | -13.8% |
| 3Y | +4.0% | +164.1% | -160.1% | -16.6% |
| 5Y | -12.2% | +190.7% | -202.9% | -32.7% |
| 10Y | +38.7% | +355.4% | -316.7% | -12.4% |
| All | +38.7% | +349.3% | -310.6% | -12.4% |
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 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