-39.1%
JOBY vs UTHR
+264.0%
-303.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -5.2% | +1.9% | -7.1% | -5.5% |
| 30D | -19.7% | -2.9% | -16.9% | -19.4% |
| 3M | -31.7% | -8.9% | -22.9% | -30.8% |
| 6M | -37.5% | -8.7% | -28.8% | -36.7% |
| YTD | -51.6% | +2.0% | -53.6% | -51.9% |
| 1Y | -53.3% | +22.8% | -76.1% | -54.9% |
| 3Y | -12.2% | +120.6% | -132.8% | -25.4% |
| 5Y | -31.3% | +136.4% | -167.7% | -43.4% |
| All | -39.1% | +264.0% | -303.1% | -52.3% |
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