-61.3%
JD vs UTHR
+139.1%
-200.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.3% |
| 7D | -0.8% | -2.9% | +2.1% | -0.4% |
| 30D | -16.0% | -7.6% | -8.5% | -15.2% |
| 3M | -3.2% | -8.6% | +5.4% | -2.2% |
| 6M | +6.1% | +4.1% | +1.9% | +5.4% |
| YTD | -0.1% | +2.2% | -2.3% | -0.6% |
| 1Y | -12.7% | +26.2% | -38.9% | -15.5% |
| 3Y | -6.3% | +121.2% | -127.5% | -22.7% |
| 5Y | -61.3% | +136.5% | -197.9% | -68.6% |
| All | -61.3% | +139.1% | -200.4% | -68.6% |
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