+252.6%
ZETA vs UTHR
+178.7%
+74.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.0% |
| 7D | +2.7% | -5.4% | +8.1% | +3.5% |
| 30D | +15.8% | -6.0% | +21.9% | +16.7% |
| 3M | +35.4% | -11.0% | +46.4% | +37.5% |
| 6M | +67.1% | -0.5% | +67.6% | +66.1% |
| YTD | +54.1% | +0.1% | +54.0% | +52.6% |
| 1Y | +67.8% | +28.2% | +39.7% | +59.2% |
| 3Y | +311.4% | +113.8% | +197.6% | +256.3% |
| 5Y | +324.8% | +131.3% | +193.5% | +253.4% |
| All | +252.6% | +178.7% | +74.0% | +191.6% |
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 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