-53.6%
BSX vs TWLO
+60.3%
-113.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.5% | +5.3% |
| 7D | +8.0% | -15.9% | +23.9% | +8.3% |
| 30D | +8.1% | -29.0% | +37.1% | +8.6% |
| 3M | -6.7% | +10.0% | -16.7% | -6.8% |
| 6M | -19.4% | +12.6% | -32.0% | -19.7% |
| YTD | -51.9% | +50.1% | -102.0% | -51.1% |
| 1Y | -53.6% | +64.3% | -117.9% | -53.1% |
| All | -53.6% | +60.3% | -113.9% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling