+176.1%
QLD vs UTHR
+114.7%
+61.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +0.6% | -5.4% | +6.0% | +1.2% |
| 30D | -0.1% | -6.0% | +5.9% | +0.6% |
| 3M | -8.4% | -11.0% | +2.6% | -7.2% |
| 6M | +32.2% | -0.5% | +32.7% | +31.6% |
| YTD | +28.9% | +0.1% | +28.8% | +28.1% |
| 1Y | +43.8% | +28.2% | +15.7% | +38.0% |
| All | +176.1% | +114.7% | +61.4% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling