+341.8%
ZETA vs UTHR
+139.1%
+202.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.1% |
| 7D | -2.4% | -2.9% | +0.4% | -2.1% |
| 30D | +15.6% | -7.6% | +23.2% | +16.8% |
| 3M | +41.5% | -8.6% | +50.1% | +43.1% |
| 6M | +63.4% | +4.1% | +59.3% | +61.4% |
| YTD | +51.3% | +2.2% | +49.1% | +49.5% |
| 1Y | +65.8% | +26.2% | +39.6% | +58.1% |
| 3Y | +279.2% | +121.2% | +158.0% | +230.1% |
| 5Y | +341.8% | +136.5% | +205.2% | +360.1% |
| All | +341.8% | +139.1% | +202.7% | +360.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling