+22.2%
Z vs UTHR
+257.9%
-235.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.2% | +8.2% | +9.2% |
| 7D | +10.2% | +3.8% | +6.4% | +9.3% |
| 30D | +23.7% | +13.4% | +10.2% | +20.3% |
| 3M | -6.6% | +17.3% | -23.9% | -10.2% |
| 6M | -23.0% | +4.7% | -27.7% | -24.1% |
| YTD | -50.3% | +24.9% | -75.2% | -53.3% |
| 1Y | -53.6% | +39.1% | -92.7% | -57.5% |
| 3Y | -10.1% | +171.1% | -181.2% | -33.7% |
| 5Y | -49.8% | +202.1% | -251.8% | -65.0% |
| 10Y | -1.6% | +433.1% | -434.7% | -47.3% |
| All | +22.2% | +257.9% | -235.6% | -31.9% |
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 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