+54.3%
JD vs UTHR
+390.5%
-336.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.7% | -5.4% | +3.7% | -0.7% |
| 30D | -13.2% | -6.0% | -7.1% | -12.2% |
| 3M | -3.2% | -11.0% | +7.8% | -1.3% |
| 6M | +15.2% | -0.5% | +15.8% | +14.9% |
| YTD | +2.0% | +0.1% | +1.9% | +1.4% |
| 1Y | -5.4% | +28.2% | -33.5% | -10.3% |
| 3Y | -9.1% | +113.8% | -122.9% | -25.1% |
| 5Y | -59.6% | +131.3% | -190.9% | -67.8% |
| 10Y | +26.2% | +296.7% | -270.5% | -16.1% |
| All | +54.3% | +390.5% | -336.1% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling