+28.9%
JD vs UTHR
+363.8%
-334.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -3.1% |
| 7D | +7.9% | -2.3% | +10.2% | +8.2% |
| 30D | +4.8% | +6.1% | -1.3% | +3.6% |
| 3M | -13.9% | +8.1% | -22.0% | -15.4% |
| 6M | -5.8% | +3.1% | -8.9% | -6.7% |
| YTD | +2.4% | +19.5% | -17.1% | -1.5% |
| 1Y | -7.5% | +29.7% | -37.3% | -12.4% |
| 3Y | +20.9% | +162.7% | -141.8% | -4.4% |
| 5Y | -58.0% | +192.8% | -250.8% | -68.2% |
| 10Y | +28.9% | +348.1% | -319.2% | -13.1% |
| All | +28.9% | +363.8% | -334.9% | -13.1% |
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