+58.8%
ZTS vs UTHR
+310.6%
-251.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -3.8% | +3.0% | -6.8% | -4.3% |
| 30D | -2.0% | -4.3% | +2.3% | -1.4% |
| 3M | -10.2% | -8.4% | -1.8% | -8.9% |
| 6M | -39.4% | -4.2% | -35.2% | -38.9% |
| YTD | -40.8% | +4.0% | -44.8% | -41.4% |
| 1Y | -50.1% | +25.5% | -75.6% | -52.3% |
| 3Y | -58.9% | +125.1% | -184.0% | -66.1% |
| 5Y | -62.4% | +140.3% | -202.7% | -70.0% |
| 10Y | +58.8% | +322.5% | -263.7% | +5.1% |
| All | +58.8% | +310.6% | -251.8% | +5.1% |
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