+152.0%
QQQM vs UTHR
+376.4%
-224.3%
-35.0%
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% | +1.0% |
| 7D | -0.6% | +1.9% | -2.5% | -0.7% |
| 30D | -1.2% | -2.9% | +1.7% | -1.0% |
| 3M | -0.1% | -8.9% | +8.8% | +0.7% |
| 6M | +18.0% | -8.7% | +26.7% | +18.7% |
| YTD | +16.7% | +2.0% | +14.7% | +16.0% |
| 1Y | +23.0% | +22.8% | +0.3% | +19.9% |
| 3Y | +93.3% | +120.6% | -27.3% | +73.9% |
| 5Y | +96.3% | +136.4% | -40.1% | +72.0% |
| All | +152.0% | +376.4% | -224.3% | +153.0% |
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