+119.7%
TWLO vs UTHR
+23.3%
+96.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -2.0% | -5.4% | +3.4% | -2.2% |
| 30D | +20.6% | -6.0% | +26.6% | +20.3% |
| 3M | -1.5% | -11.0% | +9.4% | -2.0% |
| 6M | +89.4% | -0.5% | +90.0% | +87.2% |
| YTD | +63.8% | +0.1% | +63.7% | +61.4% |
| 1Y | +119.7% | +28.2% | +91.6% | +109.0% |
| All | +119.7% | +23.3% | +96.5% | +109.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling