+1,206.6%
CDNS vs UTHR
+366.4%
+840.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +7.0% | +4.9% | +2.2% | +6.1% |
| 30D | -0.3% | +9.2% | -9.4% | -1.9% |
| 3M | +3.2% | +15.9% | -12.8% | +0.1% |
| 6M | -6.9% | +2.0% | -8.9% | -7.6% |
| YTD | +6.6% | +21.8% | -15.1% | +1.7% |
| 1Y | +5.6% | +28.6% | -22.9% | -0.4% |
| 3Y | +27.4% | +166.2% | -138.8% | -1.6% |
| 5Y | +83.7% | +191.8% | -108.1% | +34.9% |
| All | +1,206.6% | +366.4% | +840.3% | +680.3% |
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 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