+319.6%
DXCM vs TWLO
+784.6%
-465.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.1% |
| 7D | -3.6% | +5.6% | -9.2% | -5.0% |
| 30D | -4.3% | -24.6% | +20.3% | +1.6% |
| 3M | -10.4% | -14.0% | +3.6% | -8.5% |
| 6M | +33.1% | +10.1% | +23.0% | +25.8% |
| YTD | +22.6% | +49.2% | -26.6% | +5.3% |
| 1Y | +36.5% | +65.2% | -28.7% | +14.1% |
| 3Y | -13.5% | +260.7% | -274.1% | -45.8% |
| 5Y | -49.6% | -30.2% | -19.4% | -54.2% |
| 10Y | +399.5% | +572.4% | -172.9% | +164.0% |
| All | +319.6% | +784.6% | -465.0% | +127.1% |
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