-53.1%
Z vs UTHR
+190.6%
-243.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.5% |
| 7D | +0.8% | +5.2% | -4.3% | +0.2% |
| 30D | +5.2% | +9.5% | -4.3% | +4.3% |
| 3M | -17.0% | +17.9% | -35.0% | -18.5% |
| 6M | -22.7% | +2.0% | -24.7% | -22.8% |
| YTD | -56.3% | +21.3% | -77.6% | -57.4% |
| 1Y | -57.7% | +27.9% | -85.5% | -59.0% |
| 3Y | -16.5% | +162.3% | -178.9% | -29.4% |
| All | -53.1% | +190.6% | -243.7% | -60.7% |
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 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