-100.0%
QID vs UTHR
+1,641.2%
-1,741.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.6% |
| 7D | -0.6% | -5.4% | +4.8% | -2.7% |
| 30D | 0.0% | -6.0% | +6.0% | -2.3% |
| 3M | +3.7% | -11.0% | +14.7% | -0.8% |
| 6M | -29.9% | -0.5% | -29.3% | -29.5% |
| YTD | -28.8% | +0.1% | -28.8% | -27.9% |
| 1Y | -37.2% | +28.2% | -65.3% | -29.5% |
| 3Y | -73.7% | +113.8% | -187.5% | -61.6% |
| 5Y | -80.7% | +131.3% | -212.1% | -69.3% |
| 10Y | -99.1% | +296.7% | -395.8% | -97.8% |
| All | -100.0% | +1,641.2% | -1,741.1% | -99.9% |
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