-64.8%
Z vs UTHR
+133.0%
-197.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -3.0% | -5.4% | +2.4% | -2.5% |
| 30D | -4.2% | -6.0% | +1.9% | -3.7% |
| 3M | -3.7% | -11.0% | +7.3% | -2.7% |
| 6M | -24.5% | -0.5% | -24.0% | -24.6% |
| YTD | -49.3% | +0.1% | -49.4% | -49.5% |
| 1Y | -58.7% | +28.2% | -86.8% | -60.0% |
| 3Y | -34.1% | +113.8% | -148.0% | -41.3% |
| All | -64.8% | +133.0% | -197.9% | -67.3% |
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 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