-18.3%
Z vs UTHR
+357.5%
-375.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.7% |
| 7D | -6.5% | -2.1% | -4.3% | -5.9% |
| 30D | -0.1% | +7.2% | -7.3% | -1.4% |
| 3M | -14.1% | +11.1% | -25.3% | -16.3% |
| 6M | -30.1% | +4.2% | -34.2% | -30.9% |
| YTD | -57.5% | +20.8% | -78.3% | -59.8% |
| 1Y | -60.3% | +29.7% | -90.0% | -63.1% |
| 3Y | -21.0% | +164.1% | -185.2% | -41.9% |
| 5Y | -54.9% | +190.7% | -245.6% | -68.7% |
| All | -18.3% | +357.5% | -375.7% | -58.3% |
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