+1,044.2%
CDNS vs UTHR
+313.7%
+730.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -1.1% | +1.9% | -3.1% | -1.5% |
| 30D | -10.4% | -2.9% | -7.6% | -10.0% |
| 3M | -24.6% | -8.9% | -15.7% | -23.4% |
| 6M | -1.6% | -8.7% | +7.1% | -0.4% |
| YTD | -7.4% | +2.0% | -9.4% | -8.6% |
| 1Y | -18.4% | +22.8% | -41.2% | -22.5% |
| 3Y | +19.0% | +120.6% | -101.7% | -4.4% |
| 5Y | +73.4% | +136.4% | -63.0% | +33.5% |
| All | +1,044.2% | +313.7% | +730.5% | +606.8% |
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