+90.2%
JEPQ vs UTHR
+160.8%
-70.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -0.2% | +1.9% | -2.1% | -0.3% |
| 30D | +0.8% | -2.9% | +3.6% | +0.9% |
| 3M | +4.0% | -8.9% | +12.8% | +4.5% |
| 6M | +10.4% | -8.7% | +19.1% | +10.8% |
| YTD | +11.4% | +2.0% | +9.4% | +11.0% |
| 1Y | +18.9% | +22.8% | -3.9% | +16.9% |
| 3Y | +70.3% | +120.6% | -50.3% | +58.1% |
| All | +90.2% | +160.8% | -70.6% | +64.9% |
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