-80.7%
QID vs UTHR
+138.8%
-219.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.2% |
| 7D | +2.7% | +2.8% | 0.0% | +3.3% |
| 30D | +3.3% | -2.3% | +5.6% | +2.9% |
| 3M | -5.5% | -7.4% | +1.9% | -6.9% |
| 6M | -28.4% | -6.0% | -22.4% | -29.0% |
| YTD | -26.6% | +3.4% | -30.0% | -25.4% |
| 1Y | -34.1% | +27.1% | -61.2% | -29.9% |
| 3Y | -73.7% | +123.8% | -197.5% | -66.0% |
| 5Y | -80.7% | +139.6% | -220.3% | -73.5% |
| All | -80.7% | +138.8% | -219.4% | -73.5% |
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 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