-73.8%
JBLU vs UTHR
+313.7%
-387.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.5% |
| 7D | -5.0% | +1.9% | -6.9% | -5.4% |
| 30D | -23.9% | -2.9% | -21.0% | -23.6% |
| 3M | -11.6% | -8.9% | -2.8% | -10.2% |
| 6M | -0.2% | -8.7% | +8.5% | +1.2% |
| YTD | -3.3% | +2.0% | -5.3% | -4.7% |
| 1Y | -15.4% | +22.8% | -38.2% | -20.3% |
| 3Y | -14.7% | +120.6% | -135.4% | -31.7% |
| 5Y | -70.0% | +136.4% | -206.5% | -76.8% |
| All | -73.8% | +313.7% | -387.5% | -83.6% |
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 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