+7,256.1%
QLD vs UTHR
+2,163.3%
+5,092.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.0% | -5.7% | -10.0% |
| 7D | -18.6% | -4.7% | -13.9% | -16.8% |
| 30D | -28.3% | +4.4% | -32.7% | -29.4% |
| 3M | -20.4% | +9.0% | -29.4% | -23.5% |
| 6M | -14.3% | -1.1% | -13.1% | -14.9% |
| YTD | +2.8% | +16.1% | -13.3% | -5.3% |
| 1Y | -1.2% | +26.4% | -27.7% | -12.1% |
| 3Y | +135.3% | +152.1% | -16.8% | +46.7% |
| 5Y | +62.6% | +179.6% | -117.1% | -6.0% |
| 10Y | +1,384.3% | +395.6% | +988.6% | +520.3% |
| All | +7,256.1% | +2,163.3% | +5,092.8% | +1,372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling