-16.9%
Z vs UTHR
+362.9%
-379.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -13.1% | -2.1% | -11.0% | -12.5% |
| 30D | +5.9% | +8.3% | -2.4% | +4.2% |
| 3M | -13.7% | +15.5% | -29.2% | -16.6% |
| 6M | -27.1% | +4.5% | -31.7% | -28.1% |
| YTD | -56.8% | +22.2% | -79.1% | -59.2% |
| 1Y | -60.2% | +29.7% | -89.9% | -63.0% |
| 3Y | -19.7% | +167.3% | -187.0% | -41.1% |
| 5Y | -53.7% | +196.5% | -250.2% | -68.0% |
| 10Y | -16.9% | +369.0% | -385.9% | -57.7% |
| All | -16.9% | +362.9% | -379.8% | -57.7% |
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 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