+223.4%
ABT vs TWLO
+841.6%
-618.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.3% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | -2.1% | -6.4% | +4.3% | -1.6% |
| 3M | +17.4% | +6.3% | +11.1% | +16.2% |
| 6M | -2.4% | +76.4% | -78.8% | -8.7% |
| YTD | -14.2% | +58.8% | -73.0% | -19.1% |
| 1Y | -18.3% | +107.1% | -125.4% | -25.4% |
| 3Y | +11.5% | +245.0% | -233.5% | -6.3% |
| 5Y | -9.9% | -36.0% | +26.1% | -12.6% |
| 10Y | +204.4% | +293.2% | -88.8% | +127.5% |
| All | +223.4% | +841.6% | -618.2% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling