+384.5%
DXCM vs TWLO
+566.1%
-181.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +4.9% | +4.5% | +0.4% | +3.7% |
| 30D | -0.2% | -22.1% | +21.9% | +5.4% |
| 3M | -8.9% | -15.3% | +6.4% | -6.5% |
| 6M | +42.3% | +9.7% | +32.6% | +34.0% |
| YTD | +25.6% | +48.5% | -22.9% | +6.9% |
| 1Y | +39.5% | +70.3% | -30.8% | +14.2% |
| 3Y | -15.3% | +261.4% | -276.7% | -48.8% |
| 5Y | -48.4% | -30.6% | -17.9% | -52.8% |
| All | +384.5% | +566.1% | -181.5% | +128.7% |
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