+1,431.9%
CIEN vs UTHR
+319.3%
+1,112.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +5.4% | +2.8% | +2.6% | +4.8% |
| 30D | -13.7% | -2.3% | -11.4% | -13.3% |
| 3M | -23.0% | -7.4% | -15.6% | -21.9% |
| 6M | -0.8% | -6.0% | +5.1% | -0.1% |
| YTD | +43.1% | +3.4% | +39.6% | +41.3% |
| 1Y | +157.6% | +27.1% | +130.6% | +143.8% |
| 3Y | +593.8% | +123.8% | +470.0% | +461.8% |
| 5Y | +520.6% | +139.6% | +381.0% | +383.3% |
| All | +1,431.9% | +319.3% | +1,112.5% | +823.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling