+141.1%
QLD vs UTHR
+165.4%
-24.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -3.8% | -2.1% | -1.7% | -3.4% |
| 30D | -20.5% | +7.2% | -27.7% | -21.1% |
| 3M | -14.6% | +11.1% | -25.8% | -15.6% |
| 6M | -14.7% | +4.2% | -18.8% | -15.1% |
| YTD | +11.2% | +20.8% | -9.6% | +8.2% |
| 1Y | +7.1% | +29.7% | -22.6% | +3.2% |
| 3Y | +141.1% | +164.1% | -23.0% | +126.7% |
| All | +141.1% | +165.4% | -24.3% | +126.7% |
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