+44.6%
DXCM vs TWLO
+60.3%
-15.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.8% | +6.7% |
| 7D | +12.5% | -15.9% | +28.4% | +14.1% |
| 30D | +1.8% | -29.0% | +30.9% | +5.1% |
| 3M | +1.8% | +10.0% | -8.3% | +0.1% |
| 6M | +47.4% | +12.6% | +34.8% | +43.3% |
| YTD | +33.3% | +50.1% | -16.8% | +24.6% |
| 1Y | +44.6% | +64.3% | -19.6% | +33.6% |
| All | +44.6% | +60.3% | -15.7% | +33.6% |
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