+504.9%
ABBV vs TWLO
+312.8%
+192.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +0.4% |
| 30D | +3.4% | -7.8% | +11.2% | +3.7% |
| 3M | +15.2% | +10.0% | +5.2% | +14.4% |
| 6M | +14.7% | +79.5% | -64.8% | +10.6% |
| YTD | +15.2% | +59.8% | -44.6% | +11.6% |
| 1Y | +20.4% | +121.7% | -101.3% | +14.2% |
| 3Y | +91.3% | +240.8% | -149.5% | +74.3% |
| 5Y | +189.6% | -33.6% | +223.2% | +188.8% |
| All | +504.9% | +312.8% | +192.1% | +375.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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