+21.0%
CTSH vs UTHR
+310.6%
-289.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.6% | -3.2% |
| 7D | -8.2% | +3.0% | -11.2% | -8.7% |
| 30D | +0.4% | -4.3% | +4.7% | +1.1% |
| 3M | +10.6% | -8.4% | +19.0% | +12.2% |
| 6M | -8.8% | -4.2% | -4.6% | -8.5% |
| YTD | -28.6% | +4.0% | -32.6% | -29.7% |
| 1Y | -15.9% | +25.5% | -41.4% | -20.0% |
| 3Y | -13.9% | +125.1% | -139.0% | -28.5% |
| 5Y | -17.1% | +140.3% | -157.4% | -33.7% |
| 10Y | +21.0% | +322.5% | -301.5% | -20.6% |
| All | +21.0% | +310.6% | -289.6% | -20.6% |
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