-75.6%
QS vs UTHR
+140.7%
-216.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.8% | -8.4% | -7.0% |
| 7D | -4.2% | +3.0% | -7.2% | -4.8% |
| 30D | -15.7% | -4.3% | -11.4% | -15.0% |
| 3M | -28.7% | -8.4% | -20.3% | -27.6% |
| 6M | -23.2% | -4.2% | -19.0% | -22.8% |
| YTD | -49.9% | +4.0% | -53.9% | -50.8% |
| 1Y | -38.8% | +25.5% | -64.3% | -42.4% |
| 3Y | -24.0% | +125.1% | -149.1% | -43.4% |
| 5Y | -75.6% | +140.3% | -215.9% | -82.6% |
| All | -75.6% | +140.7% | -216.3% | -82.6% |
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