+139.4%
QLD vs UTHR
+150.6%
-11.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | -10.3% | -6.1% | -4.1% | -9.4% |
| 30D | -26.1% | +3.1% | -29.2% | -26.2% |
| 3M | -17.8% | +5.5% | -23.2% | -18.2% |
| 6M | -15.6% | -5.8% | -9.7% | -14.9% |
| YTD | +5.4% | +15.3% | -10.0% | +3.1% |
| 1Y | +5.2% | +23.8% | -18.6% | +2.0% |
| 3Y | +139.4% | +146.3% | -6.9% | +125.3% |
| All | +139.4% | +150.6% | -11.1% | +125.3% |
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