+57.7%
AZN vs TWLO
-33.6%
+91.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | -1.6% | -2.4% | +0.9% | -1.5% |
| 30D | +1.1% | -7.8% | +8.9% | +1.3% |
| 3M | -12.1% | +10.0% | -22.2% | -12.5% |
| 6M | -17.1% | +79.5% | -96.6% | -19.2% |
| YTD | -12.0% | +59.8% | -71.8% | -13.9% |
| 1Y | -0.2% | +121.7% | -121.9% | -3.9% |
| 3Y | +26.8% | +240.8% | -214.0% | +18.8% |
| All | +57.7% | -33.6% | +91.3% | +41.9% |
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 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