-38.9%
JOBY vs UTHR
+271.1%
-310.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.8% | -7.9% | -6.4% |
| 7D | -5.9% | +3.0% | -8.9% | -6.3% |
| 30D | -27.1% | -4.3% | -22.8% | -26.6% |
| 3M | -30.7% | -8.4% | -22.4% | -29.9% |
| 6M | -36.1% | -4.2% | -31.8% | -35.7% |
| YTD | -51.4% | +4.0% | -55.4% | -51.9% |
| 1Y | -52.2% | +25.5% | -77.7% | -53.9% |
| 3Y | -12.1% | +125.1% | -137.2% | -25.5% |
| 5Y | -31.1% | +140.3% | -171.4% | -43.4% |
| All | -38.9% | +271.1% | -310.0% | -52.2% |
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