+423.9%
ZBRA vs UTHR
+313.7%
+110.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.1% |
| 7D | -3.4% | +1.9% | -5.4% | -3.8% |
| 30D | -7.4% | -2.9% | -4.5% | -7.0% |
| 3M | +57.5% | -8.9% | +66.4% | +60.1% |
| 6M | +64.0% | -8.7% | +72.7% | +66.2% |
| YTD | +44.3% | +2.0% | +42.3% | +42.3% |
| 1Y | +10.9% | +22.8% | -11.9% | +4.7% |
| 3Y | +37.5% | +120.6% | -83.1% | +8.7% |
| 5Y | -39.7% | +136.4% | -176.1% | -54.4% |
| All | +423.9% | +313.7% | +110.2% | +200.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling