+121.0%
QLD vs UTHR
+133.0%
-12.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +0.6% | -5.4% | +6.0% | +1.6% |
| 30D | -0.1% | -6.0% | +5.9% | +1.0% |
| 3M | -8.4% | -11.0% | +2.6% | -6.5% |
| 6M | +32.2% | -0.5% | +32.7% | +31.4% |
| YTD | +28.9% | +0.1% | +28.8% | +27.6% |
| 1Y | +43.8% | +28.2% | +15.7% | +34.5% |
| 3Y | +176.6% | +113.8% | +62.8% | +117.3% |
| All | +121.0% | +133.0% | -12.0% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling