-24.5%
CGNX vs UTHR
+135.8%
-160.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.2% |
| 7D | +3.2% | +1.9% | +1.2% | +2.9% |
| 30D | +6.0% | -2.9% | +8.9% | +6.3% |
| 3M | +3.5% | -8.9% | +12.4% | +4.4% |
| 6M | +26.3% | -8.7% | +35.0% | +27.2% |
| YTD | +79.2% | +2.0% | +77.2% | +77.8% |
| 1Y | +43.8% | +22.8% | +21.0% | +39.2% |
| 3Y | +52.0% | +120.6% | -68.7% | +35.5% |
| All | -24.5% | +135.8% | -160.3% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling