-57.1%
JD vs UTHR
+179.7%
-236.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +13.4% | -6.1% | +19.5% | +14.1% |
| 30D | +7.7% | +3.1% | +4.6% | +7.2% |
| 3M | -11.3% | +5.5% | -16.7% | -12.0% |
| 6M | -5.1% | -5.8% | +0.7% | -4.8% |
| YTD | +5.0% | +15.3% | -10.3% | +2.9% |
| 1Y | -5.6% | +23.8% | -29.4% | -8.3% |
| 3Y | +17.8% | +146.3% | -128.5% | -2.8% |
| All | -57.1% | +179.7% | -236.8% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling