-70.8%
QXO vs UTHR
+135.8%
-206.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -7.8% | +1.9% | -9.7% | -7.9% |
| 30D | -18.1% | -2.9% | -15.2% | -18.0% |
| 3M | -25.8% | -8.9% | -16.9% | -25.5% |
| 6M | -41.7% | -8.7% | -33.0% | -41.4% |
| YTD | -36.2% | +2.0% | -38.2% | -36.1% |
| 1Y | -42.1% | +22.8% | -64.9% | -42.4% |
| 3Y | -46.2% | +120.6% | -166.8% | -47.2% |
| All | -70.8% | +135.8% | -206.6% | -71.1% |
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