+319.2%
ZETA vs UTHR
+239.1%
+80.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +26.5% | +4.9% | +21.6% | +25.5% |
| 30D | +10.3% | +9.2% | +1.1% | +8.8% |
| 3M | +30.5% | +15.9% | +14.6% | +27.5% |
| 6M | +129.4% | +2.0% | +127.4% | +127.8% |
| YTD | +83.1% | +21.8% | +61.4% | +76.0% |
| 1Y | +82.1% | +28.6% | +53.5% | +73.2% |
| 3Y | +352.3% | +166.2% | +186.1% | +278.7% |
| 5Y | +293.1% | +191.8% | +101.3% | +215.6% |
| All | +319.2% | +239.1% | +80.1% | +236.3% |
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