+187.2%
ABBV vs TWLO
-34.2%
+221.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | -2.0% | -3.9% | +1.9% | -2.0% |
| 30D | +2.0% | -9.7% | +11.7% | +2.0% |
| 3M | +14.2% | +11.6% | +2.6% | +14.1% |
| 6M | +14.1% | +84.7% | -70.6% | +13.3% |
| YTD | +14.2% | +62.5% | -48.3% | +13.7% |
| 1Y | +24.2% | +121.7% | -97.5% | +23.0% |
| 3Y | +89.8% | +253.0% | -163.2% | +85.6% |
| 5Y | +187.2% | -32.5% | +219.7% | +173.5% |
| All | +187.2% | -34.2% | +221.4% | +173.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling