+1,364.9%
JPM vs UTHR
+7,123.9%
-5,758.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.3% | -5.4% | +5.7% | +1.1% |
| 30D | -0.2% | -6.0% | +5.9% | +0.7% |
| 3M | +15.9% | -11.0% | +26.8% | +17.9% |
| 6M | +20.9% | -0.5% | +21.5% | +20.6% |
| YTD | +12.9% | +0.1% | +12.8% | +12.2% |
| 1Y | +20.3% | +28.2% | -7.9% | +14.8% |
| 3Y | +160.9% | +113.8% | +47.1% | +124.6% |
| 5Y | +154.8% | +131.3% | +23.5% | +114.2% |
| 10Y | +591.1% | +296.7% | +294.4% | +415.9% |
| All | +1,364.9% | +7,123.9% | -5,758.9% | +740.0% |
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