+64.3%
TWLO vs UTHR
+40.6%
+23.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -15.9% | +3.8% | -19.6% | -15.9% |
| 30D | -29.0% | +13.4% | -42.5% | -29.3% |
| 3M | +10.0% | +17.3% | -7.3% | +10.0% |
| 6M | +12.6% | +4.7% | +7.9% | +12.4% |
| YTD | +50.1% | +24.9% | +25.2% | +46.8% |
| 1Y | +64.3% | +39.1% | +25.1% | +59.6% |
| All | +64.3% | +40.6% | +23.7% | +59.6% |
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