+34.0%
ZM vs UTHR
+125.3%
-91.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.4% |
| 7D | +0.3% | +3.0% | -2.7% | +0.2% |
| 30D | -10.3% | -4.3% | -6.0% | -10.1% |
| 3M | -0.7% | -8.4% | +7.7% | -0.3% |
| 6M | +24.8% | -4.2% | +29.0% | +24.7% |
| YTD | +11.5% | +4.0% | +7.4% | +10.7% |
| 1Y | +12.3% | +25.5% | -13.2% | +9.8% |
| All | +34.0% | +125.3% | -91.3% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling