+282.0%
ZETA vs UTHR
+193.6%
+88.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.4% | +7.4% |
| 7D | +18.8% | -2.1% | +20.9% | +19.2% |
| 30D | +12.6% | +8.3% | +4.3% | +11.4% |
| 3M | +29.5% | +15.5% | +13.9% | +26.8% |
| 6M | +128.6% | +4.5% | +124.1% | +126.4% |
| YTD | +85.5% | +22.2% | +63.2% | +78.9% |
| 1Y | +90.6% | +29.7% | +60.9% | +82.1% |
| 3Y | +358.0% | +167.3% | +190.7% | +297.3% |
| 5Y | +282.0% | +196.5% | +85.5% | +221.1% |
| All | +282.0% | +193.6% | +88.4% | +221.1% |
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