+30.9%
QCOM vs UTHR
+133.0%
-102.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.3% | -5.4% | +8.7% | +3.9% |
| 30D | +7.7% | -6.0% | +13.7% | +8.4% |
| 3M | -30.1% | -11.0% | -19.1% | -29.2% |
| 6M | +22.8% | -0.5% | +23.4% | +22.2% |
| YTD | +0.2% | +0.1% | +0.1% | -0.5% |
| 1Y | +7.9% | +28.2% | -20.3% | +3.7% |
| 3Y | +55.8% | +113.8% | -58.0% | +36.1% |
| All | +30.9% | +133.0% | -102.2% | +11.3% |
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 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