+152.5%
JPM vs UTHR
+140.7%
+11.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.1% |
| 7D | -0.4% | +3.0% | -3.4% | -0.8% |
| 30D | -1.4% | -4.3% | +2.9% | -0.9% |
| 3M | +13.9% | -8.4% | +22.3% | +15.2% |
| 6M | +23.5% | -4.2% | +27.8% | +24.0% |
| YTD | +11.6% | +4.0% | +7.6% | +10.6% |
| 1Y | +21.4% | +25.5% | -4.1% | +17.1% |
| 3Y | +163.4% | +125.1% | +38.3% | +125.0% |
| 5Y | +152.5% | +140.3% | +12.2% | +104.4% |
| All | +152.5% | +140.7% | +11.8% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling