+1,321.1%
JPM vs UTHR
+8,658.1%
-7,336.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +3.5% | +5.2% | -1.7% | +2.7% |
| 30D | +3.3% | +9.5% | -6.2% | +1.8% |
| 3M | -4.2% | +17.9% | -22.1% | -6.9% |
| 6M | +16.4% | +2.0% | +14.4% | +15.6% |
| YTD | +9.5% | +21.3% | -11.8% | +5.4% |
| 1Y | +14.0% | +27.9% | -13.9% | +8.8% |
| 3Y | +153.1% | +162.3% | -9.3% | +110.5% |
| 5Y | +134.9% | +190.7% | -55.9% | +90.2% |
| 10Y | +485.7% | +365.5% | +120.3% | +325.7% |
| All | +1,321.1% | +8,658.1% | -7,336.9% | +688.7% |
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