-58.7%
ZTS vs UTHR
+123.2%
-181.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.2% |
| 7D | -4.8% | -2.9% | -1.9% | -4.5% |
| 30D | +1.2% | -7.6% | +8.8% | +2.0% |
| 3M | -6.0% | -8.6% | +2.6% | -5.3% |
| 6M | -38.7% | +4.1% | -42.9% | -38.6% |
| YTD | -40.6% | +2.2% | -42.8% | -40.5% |
| 1Y | -50.6% | +26.2% | -76.8% | -51.2% |
| 3Y | -58.7% | +121.2% | -179.9% | -63.3% |
| All | -58.7% | +123.2% | -181.9% | -63.3% |
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