+32.5%
JD vs UTHR
+349.3%
-316.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +5.2% | -2.1% | +7.3% | +5.5% |
| 30D | +4.5% | +7.2% | -2.7% | +3.1% |
| 3M | -15.4% | +11.1% | -26.5% | -17.2% |
| 6M | -6.0% | +4.2% | -10.2% | -7.1% |
| YTD | +2.2% | +20.8% | -18.6% | -1.9% |
| 1Y | -6.7% | +29.7% | -36.3% | -11.5% |
| 3Y | +20.5% | +164.1% | -143.6% | -4.7% |
| 5Y | -58.4% | +190.7% | -249.1% | -68.4% |
| 10Y | +32.5% | +355.4% | -322.9% | -10.3% |
| All | +32.5% | +349.3% | -316.8% | -10.3% |
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