-37.9%
IONQ vs UTHR
-4.7%
-33.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.6% |
| 7D | +8.6% | -6.1% | +14.7% | +10.5% |
| 30D | -21.1% | +3.1% | -24.2% | -20.6% |
| 3M | -17.9% | +5.5% | -23.3% | -15.5% |
| 6M | -37.9% | -5.8% | -32.1% | -28.1% |
| All | -37.9% | -4.7% | -33.3% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling