+45.7%
IONQ vs UTHR
+190.6%
-144.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.1% | -6.3% |
| 7D | -11.5% | +5.2% | -16.7% | -12.6% |
| 30D | -8.1% | +9.5% | -17.6% | -10.1% |
| 3M | -35.8% | +17.9% | -53.7% | -38.7% |
| 6M | -47.7% | +2.0% | -49.7% | -48.2% |
| YTD | -35.6% | +21.3% | -57.0% | -39.9% |
| 1Y | -36.4% | +27.9% | -64.3% | -41.6% |
| 3Y | +150.0% | +162.3% | -12.3% | +80.5% |
| All | +45.7% | +190.6% | -144.9% | +0.6% |
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