-24.7%
QS vs UTHR
+125.3%
-149.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.8% | -8.4% | -6.8% |
| 7D | -4.2% | +3.0% | -7.2% | -4.5% |
| 30D | -15.7% | -4.3% | -11.4% | -15.3% |
| 3M | -28.7% | -8.4% | -20.3% | -28.1% |
| 6M | -23.2% | -4.2% | -19.0% | -22.9% |
| YTD | -49.9% | +4.0% | -53.9% | -50.2% |
| 1Y | -38.8% | +25.5% | -64.3% | -40.5% |
| All | -24.7% | +125.3% | -149.9% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling