+61.0%
ZM vs UTHR
+483.2%
-422.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +11.0% | +5.2% | +5.9% | +10.4% |
| 30D | +5.6% | +9.5% | -3.8% | +4.6% |
| 3M | -9.1% | +17.9% | -27.1% | -10.9% |
| 6M | -2.6% | +2.0% | -4.6% | -3.0% |
| YTD | +15.7% | +21.3% | -5.7% | +12.4% |
| 1Y | +18.8% | +27.9% | -9.1% | +14.6% |
| 3Y | +62.2% | +162.3% | -100.2% | +38.9% |
| 5Y | -60.9% | +190.7% | -251.6% | -67.5% |
| All | +61.0% | +483.2% | -422.3% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling