+202.0%
IONQ vs UTHR
+270.3%
-68.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.6% |
| 7D | +8.6% | -6.1% | +14.7% | +10.4% |
| 30D | -21.1% | +3.1% | -24.2% | -21.6% |
| 3M | -17.9% | +5.5% | -23.3% | -19.0% |
| 6M | -37.9% | -5.8% | -32.1% | -37.1% |
| YTD | -27.3% | +15.3% | -42.6% | -30.7% |
| 1Y | -43.2% | +23.8% | -67.0% | -47.0% |
| 3Y | +191.0% | +146.3% | +44.7% | +125.7% |
| 5Y | +69.3% | +177.8% | -108.5% | +25.1% |
| All | +202.0% | +270.3% | -68.2% | +109.3% |
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