-44.3%
ZS vs UTHR
+190.6%
-234.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.6% | +5.2% | -7.8% | -3.1% |
| 30D | -12.8% | +9.5% | -22.3% | -13.5% |
| 3M | +2.3% | +17.9% | -15.7% | +0.8% |
| 6M | +26.3% | +2.0% | +24.3% | +26.0% |
| YTD | -14.4% | +21.3% | -35.8% | -16.4% |
| 1Y | -37.6% | +27.9% | -65.5% | -39.4% |
| 3Y | +8.0% | +162.3% | -154.3% | -4.5% |
| All | -44.3% | +190.6% | -234.9% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling