+1,351.8%
QLD vs UTHR
+382.4%
+969.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | -10.3% | -6.1% | -4.1% | -8.1% |
| 30D | -26.1% | +3.1% | -29.2% | -26.7% |
| 3M | -17.8% | +5.5% | -23.2% | -19.6% |
| 6M | -15.6% | -5.8% | -9.7% | -14.5% |
| YTD | +5.4% | +15.3% | -10.0% | -1.6% |
| 1Y | +5.2% | +23.8% | -18.6% | -4.3% |
| 3Y | +139.4% | +146.3% | -6.9% | +55.5% |
| 5Y | +66.7% | +177.8% | -111.1% | -1.1% |
| All | +1,351.8% | +382.4% | +969.4% | +518.7% |
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