+353.2%
DXCM vs TWLO
+871.2%
-518.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.3% |
| 7D | -3.2% | -2.0% | -1.2% | -2.8% |
| 30D | +6.3% | +20.6% | -14.2% | +0.6% |
| 3M | +21.1% | -1.5% | +22.6% | +20.1% |
| 6M | +20.6% | +89.4% | -68.9% | -0.5% |
| YTD | +32.4% | +63.8% | -31.4% | +12.8% |
| 1Y | +8.8% | +119.7% | -110.9% | -15.9% |
| 3Y | -13.7% | +256.1% | -269.9% | -44.9% |
| 5Y | -35.2% | -36.6% | +1.4% | -39.0% |
| 10Y | +281.8% | +304.3% | -22.5% | +104.5% |
| All | +353.2% | +871.2% | -518.0% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling