+869.4%
CGNX vs UTHR
+7,364.6%
-6,495.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | +2.8% | -1.3% | +0.9% |
| 30D | -1.8% | -2.3% | +0.5% | -1.4% |
| 3M | +5.3% | -7.4% | +12.7% | +6.6% |
| 6M | +22.3% | -6.0% | +28.3% | +23.1% |
| YTD | +72.2% | +3.4% | +68.8% | +69.3% |
| 1Y | +39.8% | +27.1% | +12.8% | +31.4% |
| 3Y | +44.8% | +123.8% | -79.0% | +17.1% |
| 5Y | -27.0% | +139.6% | -166.7% | -43.0% |
| 10Y | +177.7% | +320.0% | -142.3% | +85.6% |
| All | +869.4% | +7,364.6% | -6,495.2% | +251.3% |
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