+2.0%
QCOM vs UTHR
+29.7%
-27.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +3.4% |
| 7D | +5.8% | -2.3% | +8.1% | +6.1% |
| 30D | -2.3% | +6.1% | -8.4% | -2.1% |
| 3M | +2.7% | +8.1% | -5.4% | +3.1% |
| 6M | -21.0% | +3.1% | -24.1% | -20.7% |
| YTD | +1.8% | +19.5% | -17.7% | -0.3% |
| All | +2.0% | +29.7% | -27.6% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling