+243.8%
ZETA vs UTHR
+188.0%
+55.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -6.5% | +2.8% | -9.3% | -6.9% |
| 30D | +4.8% | -2.3% | +7.1% | +5.1% |
| 3M | +53.3% | -7.4% | +60.7% | +54.8% |
| 6M | +66.8% | -6.0% | +72.8% | +67.5% |
| YTD | +50.2% | +3.4% | +46.8% | +48.1% |
| 1Y | +62.0% | +27.1% | +35.0% | +54.1% |
| 3Y | +276.4% | +123.8% | +152.5% | +223.8% |
| 5Y | +341.6% | +139.6% | +202.0% | +265.3% |
| All | +243.8% | +188.0% | +55.8% | +182.9% |
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 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