+1,297.6%
JBL vs UTHR
+8,658.1%
-7,360.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +6.3% | +5.2% | +1.2% | +5.1% |
| 30D | -13.5% | +9.5% | -23.0% | -15.3% |
| 3M | -31.3% | +17.9% | -49.3% | -34.5% |
| 6M | -28.4% | +2.0% | -30.4% | -29.4% |
| YTD | +11.6% | +21.3% | -9.7% | +4.9% |
| 1Y | +26.1% | +27.9% | -1.8% | +17.1% |
| 3Y | +97.4% | +162.3% | -65.0% | +47.5% |
| 5Y | +301.0% | +190.7% | +110.3% | +185.8% |
| 10Y | +1,151.1% | +365.5% | +785.6% | +654.1% |
| All | +1,297.6% | +8,658.1% | -7,360.5% | +273.7% |
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 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