-1.3%
IONQ vs UTHR
+24.8%
-26.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.8% |
| 7D | +7.1% | -2.9% | +10.0% | +8.0% |
| 30D | -8.9% | -7.6% | -1.3% | -6.8% |
| 3M | -35.6% | -8.6% | -27.0% | -34.0% |
| 6M | +13.3% | +4.1% | +9.1% | +11.4% |
| YTD | -9.8% | +2.2% | -12.0% | -13.8% |
| 1Y | -1.3% | +26.2% | -27.5% | -22.6% |
| All | -1.3% | +24.8% | -26.1% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling