+2,019.1%
CDNS vs UTHR
+7,123.9%
-5,104.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -14.0% | -5.4% | -8.6% | -13.2% |
| 30D | -13.2% | -6.0% | -7.1% | -12.3% |
| 3M | -28.9% | -11.0% | -17.9% | -27.6% |
| 6M | -4.2% | -0.5% | -3.6% | -4.6% |
| YTD | -6.4% | +0.1% | -6.4% | -7.0% |
| 1Y | -16.2% | +28.2% | -44.4% | -20.3% |
| 3Y | +20.2% | +113.8% | -93.6% | +2.2% |
| 5Y | +76.6% | +131.3% | -54.7% | +46.1% |
| 10Y | +1,029.7% | +296.7% | +733.0% | +724.3% |
| All | +2,019.1% | +7,123.9% | -5,104.8% | +601.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling