+1,447.0%
JBL vs UTHR
+319.3%
+1,127.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -1.0% | +2.8% | -3.8% | -1.6% |
| 30D | -15.1% | -2.3% | -12.8% | -14.7% |
| 3M | -14.0% | -7.4% | -6.7% | -12.8% |
| 6M | +20.6% | -6.0% | +26.6% | +21.7% |
| YTD | +32.9% | +3.4% | +29.5% | +30.8% |
| 1Y | +40.5% | +27.1% | +13.5% | +31.7% |
| 3Y | +183.7% | +123.8% | +59.9% | +120.0% |
| 5Y | +388.3% | +139.6% | +248.7% | +260.2% |
| All | +1,447.0% | +319.3% | +1,127.7% | +760.2% |
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