+34.2%
CVS vs TWLO
-34.2%
+68.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -2.0% | -3.9% | +1.9% | -1.9% |
| 30D | +1.9% | -9.7% | +11.6% | +2.1% |
| 3M | -2.2% | +11.6% | -13.8% | -2.4% |
| 6M | +26.7% | +84.7% | -58.0% | +24.9% |
| YTD | +22.9% | +62.5% | -39.6% | +21.4% |
| 1Y | +32.9% | +121.7% | -88.8% | +30.0% |
| 3Y | +62.3% | +253.0% | -190.7% | +55.5% |
| 5Y | +34.2% | -32.5% | +66.7% | +27.1% |
| All | +34.2% | -34.2% | +68.4% | +27.1% |
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 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