+279.2%
ZETA vs UTHR
+123.2%
+156.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.1% |
| 7D | -2.4% | -2.9% | +0.4% | -2.0% |
| 30D | +15.6% | -7.6% | +23.2% | +16.8% |
| 3M | +41.5% | -8.6% | +50.1% | +43.2% |
| 6M | +63.4% | +4.1% | +59.3% | +61.1% |
| YTD | +51.3% | +2.2% | +49.1% | +49.2% |
| 1Y | +65.8% | +26.2% | +39.6% | +56.9% |
| 3Y | +279.2% | +121.2% | +158.0% | +213.6% |
| All | +279.2% | +123.2% | +156.0% | +213.6% |
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