+301.0%
TWLO vs UTHR
+313.7%
-12.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -2.4% | +1.9% | -4.4% | -2.8% |
| 30D | -7.8% | -2.9% | -5.0% | -7.3% |
| 3M | +10.0% | -8.9% | +18.9% | +12.0% |
| 6M | +79.5% | -8.7% | +88.2% | +81.6% |
| YTD | +59.8% | +2.0% | +57.8% | +57.2% |
| 1Y | +121.7% | +22.8% | +98.9% | +108.2% |
| 3Y | +240.8% | +120.6% | +120.2% | +165.7% |
| 5Y | -33.6% | +136.4% | -170.0% | -50.7% |
| All | +301.0% | +313.7% | -12.7% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling