+263.7%
QCOM vs UTHR
+308.5%
-44.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.0% | +2.7% |
| 7D | +5.1% | -2.9% | +7.9% | +5.6% |
| 30D | +4.3% | -7.6% | +11.9% | +5.9% |
| 3M | -19.6% | -8.6% | -11.0% | -18.3% |
| 6M | +29.5% | +4.1% | +25.3% | +27.4% |
| YTD | +3.4% | +2.2% | +1.2% | +1.8% |
| 1Y | +10.9% | +26.2% | -15.3% | +4.1% |
| 3Y | +74.8% | +121.2% | -46.4% | +38.2% |
| 5Y | +36.2% | +136.5% | -100.4% | +3.1% |
| 10Y | +263.7% | +300.1% | -36.4% | +116.3% |
| All | +263.7% | +308.5% | -44.8% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling