+9.2%
Z vs UTHR
+232.7%
-223.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -7.0% | -3.6% | -9.1% |
| 7D | -2.3% | -4.7% | +2.4% | -1.1% |
| 30D | +9.4% | +4.4% | +4.9% | +8.5% |
| 3M | -16.1% | +9.0% | -25.1% | -17.9% |
| 6M | -30.4% | -1.1% | -29.3% | -30.5% |
| YTD | -55.6% | +16.1% | -71.7% | -57.6% |
| 1Y | -58.5% | +26.4% | -85.0% | -61.2% |
| 3Y | -19.6% | +152.1% | -171.7% | -39.7% |
| 5Y | -54.1% | +179.6% | -233.8% | -67.5% |
| 10Y | -12.1% | +395.6% | -407.7% | -52.1% |
| All | +9.2% | +232.7% | -223.5% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling