+133.1%
QSR vs UTHR
+313.7%
-180.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.8% |
| 7D | -4.0% | +1.9% | -6.0% | -4.3% |
| 30D | +2.8% | -2.9% | +5.6% | +3.1% |
| 3M | +5.1% | -8.9% | +13.9% | +6.5% |
| 6M | +8.8% | -8.7% | +17.5% | +9.9% |
| YTD | +14.8% | +2.0% | +12.8% | +13.4% |
| 1Y | +25.7% | +22.8% | +2.9% | +20.1% |
| 3Y | +27.5% | +120.6% | -93.1% | +5.4% |
| 5Y | +41.3% | +136.4% | -95.2% | +12.9% |
| All | +133.1% | +313.7% | -180.6% | +53.4% |
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