-100.0%
QID vs UTHR
+2,010.9%
-2,110.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.5% |
| 7D | -7.1% | +5.2% | -12.3% | -5.2% |
| 30D | +12.6% | +9.5% | +3.2% | +17.2% |
| 3M | +14.2% | +17.9% | -3.7% | +22.7% |
| 6M | +6.2% | +2.0% | +4.2% | +7.8% |
| YTD | -21.8% | +21.3% | -43.1% | -14.1% |
| 1Y | -23.1% | +27.9% | -51.0% | -13.7% |
| 3Y | -71.3% | +162.3% | -233.7% | -54.4% |
| 5Y | -77.0% | +190.7% | -267.7% | -59.8% |
| 10Y | -99.0% | +365.5% | -464.5% | -97.4% |
| All | -100.0% | +2,010.9% | -2,110.9% | -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