+558.6%
QQQ vs UTHR
+313.7%
+244.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -0.6% | +1.9% | -2.5% | -0.9% |
| 30D | -1.2% | -2.9% | +1.6% | -0.8% |
| 3M | -0.2% | -8.9% | +8.7% | +1.2% |
| 6M | +17.9% | -8.7% | +26.7% | +19.2% |
| YTD | +16.6% | +2.0% | +14.6% | +15.3% |
| 1Y | +23.0% | +22.8% | +0.2% | +17.4% |
| 3Y | +92.9% | +120.6% | -27.7% | +59.1% |
| 5Y | +95.6% | +136.4% | -40.8% | +55.7% |
| All | +558.6% | +313.7% | +244.9% | +326.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling