+174.6%
ZTS vs UTHR
+802.3%
-627.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.0% | -5.4% | +3.4% | -1.1% |
| 30D | +1.9% | -6.0% | +8.0% | +2.9% |
| 3M | -4.0% | -11.0% | +7.0% | -2.2% |
| 6M | -39.1% | -0.5% | -38.6% | -39.1% |
| YTD | -38.8% | +0.1% | -38.9% | -39.0% |
| 1Y | -49.6% | +28.2% | -77.7% | -51.9% |
| 3Y | -59.0% | +113.8% | -172.8% | -65.4% |
| 5Y | -61.8% | +131.3% | -193.1% | -68.7% |
| 10Y | +61.4% | +296.7% | -235.3% | +12.8% |
| All | +174.6% | +802.3% | -627.7% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling