+265.9%
IONQ vs UTHR
+221.2%
+44.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.8% | -5.4% | +6.2% | +2.2% |
| 30D | -1.0% | -6.0% | +5.0% | +0.5% |
| 3M | -39.8% | -11.0% | -28.8% | -38.2% |
| 6M | +6.4% | -0.5% | +7.0% | +6.1% |
| YTD | -11.9% | +0.1% | -12.0% | -12.9% |
| 1Y | -6.2% | +28.2% | -34.3% | -12.9% |
| 3Y | +125.7% | +113.8% | +11.9% | +81.3% |
| 5Y | +296.0% | +131.3% | +164.7% | +205.6% |
| All | +265.9% | +221.2% | +44.7% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling