+192.1%
QSR vs UTHR
+294.2%
-102.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | -2.4% | +3.0% | -5.4% | -2.9% |
| 30D | +5.7% | -4.3% | +10.0% | +6.4% |
| 3M | +6.9% | -8.4% | +15.3% | +8.3% |
| 6M | +6.9% | -4.2% | +11.1% | +7.1% |
| YTD | +14.9% | +4.0% | +10.9% | +13.0% |
| 1Y | +29.1% | +25.5% | +3.6% | +22.5% |
| 3Y | +26.1% | +125.1% | -99.0% | +3.2% |
| 5Y | +42.3% | +140.3% | -98.0% | +12.7% |
| 10Y | +134.0% | +322.5% | -188.5% | +50.4% |
| All | +192.1% | +294.2% | -102.1% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling