+1,628.2%
QLD vs UTHR
+299.3%
+1,329.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | -5.4% | +6.0% | +2.4% |
| 30D | -0.1% | -6.0% | +5.9% | +1.8% |
| 3M | -8.4% | -11.0% | +2.6% | -5.1% |
| 6M | +32.2% | -0.5% | +32.7% | +30.8% |
| YTD | +28.9% | +0.1% | +28.8% | +26.7% |
| 1Y | +43.8% | +28.2% | +15.7% | +28.5% |
| 3Y | +176.6% | +113.8% | +62.8% | +88.4% |
| 5Y | +121.6% | +131.3% | -9.7% | +40.8% |
| All | +1,628.2% | +299.3% | +1,329.0% | +640.1% |
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