+1,104.9%
JNJ vs UTHR
+7,123.9%
-6,019.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.7% | -5.4% | +8.1% | +3.1% |
| 30D | +7.4% | -6.0% | +13.4% | +7.8% |
| 3M | +21.2% | -11.0% | +32.2% | +22.2% |
| 6M | +13.4% | -0.5% | +13.9% | +13.3% |
| YTD | +35.1% | +0.1% | +35.1% | +34.8% |
| 1Y | +57.4% | +28.2% | +29.3% | +54.1% |
| 3Y | +86.8% | +113.8% | -27.1% | +74.5% |
| 5Y | +80.8% | +131.3% | -50.5% | +67.2% |
| 10Y | +202.7% | +296.7% | -94.0% | +165.2% |
| All | +1,104.9% | +7,123.9% | -6,019.0% | +807.2% |
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