+248.3%
AMGN vs TWLO
+847.0%
-598.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -11.6% | +0.2% | -11.8% | -11.6% |
| 30D | -5.7% | -9.1% | +3.5% | -5.2% |
| 3M | +14.2% | +11.0% | +3.2% | +13.2% |
| 6M | +5.2% | +79.4% | -74.2% | +0.6% |
| YTD | +22.0% | +59.7% | -37.7% | +17.4% |
| 1Y | +43.6% | +112.3% | -68.7% | +35.5% |
| 3Y | +65.0% | +247.0% | -182.0% | +48.2% |
| 5Y | +112.0% | -35.6% | +147.6% | +111.3% |
| 10Y | +216.6% | +305.7% | -89.1% | +142.0% |
| All | +248.3% | +847.0% | -598.8% | +157.8% |
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