-67.1%
JBLU vs UTHR
+7,471.1%
-7,538.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -4.8% | +2.8% | -7.6% | -5.4% |
| 30D | -24.4% | -2.3% | -22.2% | -24.2% |
| 3M | -4.8% | -7.4% | +2.6% | -3.4% |
| 6M | -0.5% | -6.0% | +5.5% | +0.5% |
| YTD | -3.5% | +3.4% | -6.9% | -5.5% |
| 1Y | -13.6% | +27.1% | -40.7% | -19.9% |
| 3Y | -15.3% | +123.8% | -139.1% | -33.8% |
| 5Y | -70.1% | +139.6% | -209.7% | -77.4% |
| 10Y | -72.9% | +320.0% | -393.0% | -83.5% |
| All | -67.1% | +7,471.1% | -7,538.2% | -91.5% |
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