+293.5%
JCI vs UTHR
+364.7%
-71.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +3.2% | +5.2% | -2.0% | +2.4% |
| 30D | -8.6% | +9.5% | -18.1% | -9.8% |
| 3M | -7.7% | +17.9% | -25.7% | -10.3% |
| 6M | -2.6% | +2.0% | -4.6% | -3.2% |
| YTD | +17.4% | +21.3% | -4.0% | +12.9% |
| 1Y | +16.9% | +27.9% | -11.0% | +11.4% |
| 3Y | +186.7% | +162.3% | +24.4% | +133.0% |
| 5Y | +95.4% | +190.7% | -95.4% | +52.9% |
| All | +293.5% | +364.7% | -71.1% | +162.0% |
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