+162.8%
FTNT vs TWLO
-33.6%
+196.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.2% |
| 7D | -0.1% | -2.4% | +2.3% | +0.6% |
| 30D | -3.0% | -7.8% | +4.8% | -0.5% |
| 3M | +7.6% | +10.0% | -2.4% | +3.3% |
| 6M | +87.0% | +79.5% | +7.5% | +52.5% |
| YTD | +96.5% | +59.8% | +36.7% | +65.2% |
| 1Y | +92.9% | +121.7% | -28.7% | +45.1% |
| 3Y | +139.8% | +240.8% | -101.0% | +51.8% |
| All | +162.8% | -33.6% | +196.4% | +163.5% |
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