+263.3%
DXCM vs TWLO
+319.6%
-56.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.3% |
| 7D | -5.8% | -3.9% | -1.9% | -4.8% |
| 30D | -5.6% | -9.7% | +4.1% | -3.3% |
| 3M | +13.0% | +11.6% | +1.4% | +8.7% |
| 6M | +24.7% | +84.7% | -60.0% | +2.6% |
| YTD | +27.3% | +62.5% | -35.2% | +7.7% |
| 1Y | +11.2% | +121.7% | -110.5% | -15.5% |
| 3Y | -19.0% | +253.0% | -272.0% | -49.5% |
| 5Y | -38.5% | -32.5% | -6.0% | -42.8% |
| All | +263.3% | +319.6% | -56.3% | +76.2% |
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