-100.0%
ZCMD vs UTHR
+327.0%
-427.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.7% | -7.0% |
| 7D | -5.4% | +1.9% | -7.4% | -5.5% |
| 30D | -24.8% | -2.9% | -21.9% | -24.7% |
| 3M | -62.8% | -8.9% | -53.9% | -62.7% |
| 6M | -99.5% | -8.7% | -90.8% | -99.5% |
| YTD | -99.8% | +2.0% | -101.8% | -99.8% |
| 1Y | -99.9% | +22.8% | -122.7% | -99.9% |
| 3Y | -100.0% | +120.6% | -220.6% | -100.0% |
| 5Y | -100.0% | +136.4% | -236.4% | -100.0% |
| All | -100.0% | +327.0% | -427.0% | -100.0% |
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