+585.7%
JPM vs UTHR
+319.3%
+266.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.3% | +2.8% | -5.1% | -2.9% |
| 30D | -2.3% | -2.3% | -0.1% | -2.0% |
| 3M | +14.9% | -7.4% | +22.3% | +16.5% |
| 6M | +23.6% | -6.0% | +29.6% | +24.7% |
| YTD | +11.3% | +3.4% | +7.9% | +9.7% |
| 1Y | +19.9% | +27.1% | -7.2% | +13.0% |
| 3Y | +162.6% | +123.8% | +38.8% | +109.5% |
| 5Y | +154.6% | +139.6% | +15.0% | +95.3% |
| All | +585.7% | +319.3% | +266.4% | +298.9% |
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