-18.4%
Z vs UTHR
+152.2%
-170.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -7.0% | -3.6% | -9.9% |
| 7D | -2.3% | -4.7% | +2.4% | -1.7% |
| 30D | +9.4% | +4.4% | +4.9% | +9.2% |
| 3M | -16.1% | +9.0% | -25.1% | -16.6% |
| 6M | -30.4% | -1.1% | -29.3% | -30.2% |
| YTD | -55.6% | +16.1% | -71.7% | -56.2% |
| 1Y | -58.5% | +26.4% | -85.0% | -59.4% |
| All | -18.4% | +152.2% | -170.6% | -29.4% |
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