+1,418.0%
QLD vs UTHR
+363.8%
+1,054.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +5.6% |
| 7D | -1.4% | -2.3% | +0.9% | -0.4% |
| 30D | -19.6% | +6.1% | -25.6% | -21.0% |
| 3M | -14.1% | +8.1% | -22.2% | -16.7% |
| 6M | -13.6% | +3.1% | -16.7% | -15.1% |
| YTD | +12.5% | +19.5% | -7.0% | +3.9% |
| 1Y | +13.1% | +29.7% | -16.6% | +1.3% |
| 3Y | +154.7% | +162.7% | -8.0% | +61.2% |
| 5Y | +81.1% | +192.8% | -111.7% | +5.1% |
| 10Y | +1,418.0% | +348.1% | +1,069.9% | +543.6% |
| All | +1,418.0% | +363.8% | +1,054.2% | +543.6% |
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