+17.6%
JD vs UTHR
+308.5%
-290.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -0.8% | -2.9% | +2.1% | -0.3% |
| 30D | -16.0% | -7.6% | -8.5% | -14.9% |
| 3M | -3.2% | -8.6% | +5.4% | -1.8% |
| 6M | +6.1% | +4.1% | +1.9% | +5.0% |
| YTD | -0.1% | +2.2% | -2.3% | -1.0% |
| 1Y | -12.7% | +26.2% | -38.9% | -16.8% |
| 3Y | -6.3% | +121.2% | -127.5% | -23.2% |
| 5Y | -61.3% | +136.5% | -197.9% | -69.4% |
| 10Y | +17.6% | +300.1% | -282.5% | -21.2% |
| All | +17.6% | +308.5% | -290.9% | -21.2% |
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