+1,708.9%
QCOM vs UTHR
+8,226.2%
-6,517.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.6% |
| 7D | +0.4% | -6.1% | +6.5% | +1.6% |
| 30D | -6.6% | +3.1% | -9.7% | -7.1% |
| 3M | +3.7% | +5.5% | -1.8% | +2.4% |
| 6M | -13.3% | -5.8% | -7.5% | -12.8% |
| YTD | -1.8% | +15.3% | -17.1% | -5.2% |
| 1Y | -2.5% | +23.8% | -26.3% | -7.1% |
| 3Y | +47.0% | +146.3% | -99.3% | +20.8% |
| 5Y | +13.1% | +177.8% | -164.7% | -10.3% |
| 10Y | +224.7% | +392.4% | -167.7% | +124.8% |
| All | +1,708.9% | +8,226.2% | -6,517.3% | +675.8% |
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