+465.0%
JPM vs UTHR
+364.7%
+100.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | +3.5% | +5.2% | -1.7% | +2.5% |
| 30D | +3.3% | +9.5% | -6.2% | +1.5% |
| 3M | -4.2% | +17.9% | -22.1% | -7.5% |
| 6M | +16.4% | +2.0% | +14.4% | +15.5% |
| YTD | +9.5% | +21.3% | -11.8% | +4.4% |
| 1Y | +14.0% | +27.9% | -13.9% | +7.5% |
| 3Y | +153.1% | +162.3% | -9.3% | +96.1% |
| 5Y | +134.9% | +190.7% | -55.9% | +73.5% |
| All | +465.0% | +364.7% | +100.3% | +232.1% |
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 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