+90.4%
JEPQ vs UTHR
+161.2%
-70.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.2% |
| 7D | +1.4% | -2.9% | +4.3% | +1.6% |
| 30D | +1.3% | -7.6% | +8.9% | +1.8% |
| 3M | +3.8% | -8.6% | +12.4% | +4.3% |
| 6M | +12.2% | +4.1% | +8.0% | +11.6% |
| YTD | +11.6% | +2.2% | +9.4% | +11.1% |
| 1Y | +19.9% | +26.2% | -6.3% | +17.6% |
| 3Y | +71.9% | +121.2% | -49.3% | +59.6% |
| All | +90.4% | +161.2% | -70.8% | +65.1% |
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