+684.6%
TWLO vs UTHR
+377.2%
+307.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -3.5% |
| 7D | -1.2% | -2.9% | +1.7% | -0.6% |
| 30D | -6.4% | -7.6% | +1.2% | -4.9% |
| 3M | +6.3% | -8.6% | +14.9% | +8.2% |
| 6M | +76.4% | +4.1% | +72.3% | +73.1% |
| YTD | +58.8% | +2.2% | +56.6% | +56.0% |
| 1Y | +107.1% | +26.2% | +80.9% | +92.8% |
| 3Y | +245.0% | +121.2% | +123.8% | +166.4% |
| 5Y | -36.0% | +136.5% | -172.5% | -52.9% |
| 10Y | +293.2% | +300.1% | -6.9% | +125.4% |
| All | +684.6% | +377.2% | +307.4% | +305.7% |
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