+51.8%
FTNT vs TWLO
+60.3%
-8.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -25.7% | -15.9% | -9.8% | -21.6% |
| 30D | -29.7% | -29.0% | -0.7% | -22.4% |
| 3M | -23.1% | +10.0% | -33.1% | -25.6% |
| 6M | +45.0% | +12.6% | +32.4% | +39.0% |
| YTD | +62.9% | +50.1% | +12.8% | +38.8% |
| 1Y | +51.8% | +64.3% | -12.4% | +26.8% |
| All | +51.8% | +60.3% | -8.5% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling