-100.0%
ZCMD vs UTHR
+318.8%
-418.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.7% |
| 7D | -8.0% | -5.4% | -2.6% | -7.8% |
| 30D | -27.9% | -6.0% | -21.8% | -27.7% |
| 3M | -74.6% | -11.0% | -63.6% | -74.5% |
| 6M | -99.5% | -0.5% | -98.9% | -99.4% |
| YTD | -99.7% | +0.1% | -99.8% | -99.7% |
| 1Y | -99.9% | +28.2% | -128.0% | -99.9% |
| 3Y | -100.0% | +113.8% | -213.8% | -100.0% |
| 5Y | -100.0% | +131.3% | -231.3% | -100.0% |
| All | -100.0% | +318.8% | -418.8% | -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 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