+264.0%
AZN vs TWLO
+847.7%
-583.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | -1.6% | -2.4% | +0.9% | -1.4% |
| 30D | +1.1% | -7.8% | +8.9% | +1.5% |
| 3M | -12.1% | +10.0% | -22.2% | -12.9% |
| 6M | -17.1% | +79.5% | -96.6% | -20.8% |
| YTD | -12.0% | +59.8% | -71.8% | -15.4% |
| 1Y | -0.2% | +121.7% | -121.9% | -6.4% |
| 3Y | +26.8% | +240.8% | -214.0% | +13.6% |
| 5Y | +56.9% | -33.6% | +90.5% | +53.6% |
| 10Y | +226.7% | +306.0% | -79.2% | +156.4% |
| All | +264.0% | +847.7% | -583.7% | +164.3% |
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