-100.0%
ZCMD vs UTHR
+125.3%
-225.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +4.0% |
| 7D | -4.1% | +3.0% | -7.1% | -4.1% |
| 30D | -22.7% | -4.3% | -18.4% | -22.8% |
| 3M | -62.5% | -8.4% | -54.1% | -62.5% |
| 6M | -99.5% | -4.2% | -95.2% | -99.5% |
| YTD | -99.7% | +4.0% | -103.8% | -99.7% |
| 1Y | -99.9% | +25.5% | -125.4% | -99.9% |
| All | -100.0% | +125.3% | -225.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling