-49.8%
DXCM vs TWLO
-28.6%
-21.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -2.2% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | -5.0% | -26.0% | +21.0% | +0.6% |
| 3M | -8.8% | -14.3% | +5.5% | -7.0% |
| 6M | +31.9% | +6.2% | +25.7% | +26.3% |
| YTD | +20.4% | +50.6% | -30.2% | +4.6% |
| 1Y | +45.7% | +64.0% | -18.3% | +23.8% |
| 3Y | -15.0% | +264.1% | -279.1% | -46.7% |
| All | -49.8% | -28.6% | -21.2% | -39.4% |
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