+227.2%
IONQ vs UTHR
+283.7%
-56.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +7.4% |
| 7D | +25.5% | -2.3% | +27.7% | +26.4% |
| 30D | -11.4% | +6.1% | -17.5% | -12.5% |
| 3M | -20.5% | +8.1% | -28.6% | -22.1% |
| 6M | -28.2% | +3.1% | -31.3% | -29.0% |
| YTD | -21.2% | +19.5% | -40.8% | -25.5% |
| 1Y | -40.4% | +29.7% | -70.1% | -45.0% |
| 3Y | +214.7% | +162.7% | +52.0% | +140.3% |
| 5Y | +56.9% | +192.8% | -135.9% | +14.7% |
| All | +227.2% | +283.7% | -56.5% | +124.8% |
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