-1.2%
IQV vs UTHR
+138.8%
-140.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -5.3% | +2.8% | -8.1% | -5.7% |
| 30D | +5.5% | -2.3% | +7.8% | +5.8% |
| 3M | +41.2% | -7.4% | +48.6% | +42.8% |
| 6M | +50.5% | -6.0% | +56.5% | +51.3% |
| YTD | +14.1% | +3.4% | +10.7% | +12.4% |
| 1Y | +39.9% | +27.1% | +12.9% | +32.6% |
| 3Y | +20.5% | +123.8% | -103.3% | -2.6% |
| 5Y | -1.2% | +139.6% | -140.9% | -22.7% |
| All | -1.2% | +138.8% | -140.0% | -22.7% |
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