-21.2%
DXCM vs TWLO
+252.1%
-273.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.5% |
| 7D | -5.8% | -3.9% | -1.9% | -5.3% |
| 30D | -5.6% | -9.7% | +4.1% | -4.5% |
| 3M | +13.0% | +11.6% | +1.4% | +11.0% |
| 6M | +24.7% | +84.7% | -60.0% | +13.6% |
| YTD | +27.3% | +62.5% | -35.2% | +17.7% |
| 1Y | +11.2% | +121.7% | -110.5% | -2.9% |
| All | -21.2% | +252.1% | -273.3% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling