-73.7%
QID vs UTHR
+125.3%
-198.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.7% |
| 7D | -1.9% | +3.0% | -4.9% | -1.6% |
| 30D | +1.7% | -4.3% | +6.0% | +1.2% |
| 3M | -3.9% | -8.4% | +4.5% | -4.9% |
| 6M | -30.0% | -4.2% | -25.8% | -30.2% |
| YTD | -28.2% | +4.0% | -32.2% | -27.4% |
| 1Y | -35.6% | +25.5% | -61.2% | -33.2% |
| All | -73.7% | +125.3% | -198.9% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling