-39.3%
DXCM vs TWLO
-35.1%
-4.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | -4.3% | -9.1% | +4.8% | -2.4% |
| 3M | +7.3% | +11.0% | -3.7% | +4.0% |
| 6M | +22.0% | +79.4% | -57.3% | +4.0% |
| YTD | +26.4% | +59.7% | -33.3% | +10.1% |
| 1Y | +7.0% | +112.3% | -105.3% | -14.7% |
| 3Y | -19.6% | +247.0% | -266.6% | -47.4% |
| 5Y | -39.3% | -35.6% | -3.7% | -37.9% |
| All | -39.3% | -35.1% | -4.2% | -37.9% |
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