+395.4%
ZS vs UTHR
+353.8%
+41.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -8.1% | +2.8% | -10.8% | -8.5% |
| 30D | -8.4% | -2.3% | -6.2% | -8.1% |
| 3M | +31.1% | -7.4% | +38.5% | +32.8% |
| 6M | +4.4% | -6.0% | +10.3% | +5.1% |
| YTD | -27.3% | +3.4% | -30.7% | -28.5% |
| 1Y | -41.4% | +27.1% | -68.4% | -45.0% |
| 3Y | +1.7% | +123.8% | -122.1% | -19.8% |
| 5Y | -39.6% | +139.6% | -179.2% | -54.8% |
| All | +395.4% | +353.8% | +41.6% | +181.4% |
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