+95.7%
QQQ vs UTHR
+135.8%
-40.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -0.6% | +1.9% | -2.5% | -0.8% |
| 30D | -1.2% | -2.9% | +1.6% | -1.0% |
| 3M | -0.2% | -8.9% | +8.7% | +0.6% |
| 6M | +17.9% | -8.7% | +26.7% | +18.7% |
| YTD | +16.6% | +2.0% | +14.6% | +15.9% |
| 1Y | +23.0% | +22.8% | +0.2% | +19.6% |
| 3Y | +92.9% | +120.6% | -27.7% | +70.5% |
| All | +95.7% | +135.8% | -40.0% | +69.9% |
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 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