-15.2%
Z vs UTHR
+157.2%
-172.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.4% |
| 7D | -5.2% | -2.3% | -2.9% | -4.9% |
| 30D | +5.7% | +6.1% | -0.3% | +5.4% |
| 3M | -8.7% | +8.1% | -16.8% | -9.2% |
| 6M | -26.0% | +3.1% | -29.1% | -26.1% |
| YTD | -55.0% | +19.5% | -74.6% | -55.8% |
| 1Y | -58.0% | +29.7% | -87.7% | -59.0% |
| 3Y | -15.2% | +162.7% | -177.9% | -20.9% |
| All | -15.2% | +157.2% | -172.4% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling