-99.1%
QID vs UTHR
+313.7%
-412.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -2.2% |
| 7D | +1.3% | +1.9% | -0.7% | +1.9% |
| 30D | +2.9% | -2.9% | +5.8% | +2.0% |
| 3M | -0.7% | -8.9% | +8.1% | -3.8% |
| 6M | -29.7% | -8.7% | -20.9% | -31.5% |
| YTD | -27.9% | +2.0% | -29.9% | -26.5% |
| 1Y | -34.6% | +22.8% | -57.4% | -28.5% |
| 3Y | -73.5% | +120.6% | -194.2% | -61.5% |
| 5Y | -81.0% | +136.4% | -217.4% | -69.8% |
| All | -99.1% | +313.7% | -412.8% | -97.7% |
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 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