-32.5%
TWLO vs UTHR
+138.8%
-171.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -3.9% | +2.8% | -6.7% | -4.1% |
| 30D | -9.7% | -2.3% | -7.4% | -9.5% |
| 3M | +11.6% | -7.4% | +19.0% | +12.4% |
| 6M | +84.7% | -6.0% | +90.6% | +85.0% |
| YTD | +62.5% | +3.4% | +59.1% | +60.7% |
| 1Y | +121.7% | +27.1% | +94.6% | +113.3% |
| 3Y | +253.0% | +123.8% | +129.2% | +207.6% |
| 5Y | -32.5% | +139.6% | -172.1% | -37.3% |
| All | -32.5% | +138.8% | -171.2% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling