+81.0%
BSX vs TWLO
+312.8%
-231.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.1% |
| 7D | -10.1% | -2.4% | -7.7% | -9.8% |
| 30D | -16.4% | -7.8% | -8.6% | -15.8% |
| 3M | -8.9% | +10.0% | -18.9% | -10.4% |
| 6M | -38.3% | +79.5% | -117.7% | -43.2% |
| YTD | -54.9% | +59.8% | -114.8% | -58.1% |
| 1Y | -58.8% | +121.7% | -180.5% | -63.4% |
| 3Y | -21.2% | +240.8% | -262.0% | -35.3% |
| 5Y | -3.3% | -33.6% | +30.3% | -6.9% |
| All | +81.0% | +312.8% | -231.8% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling