+2,190.5%
FTNT vs TWLO
+847.0%
+1,343.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | -4.3% | -9.1% | +4.9% | -1.5% |
| 3M | +13.6% | +11.0% | +2.6% | +8.9% |
| 6M | +87.6% | +79.4% | +8.2% | +54.2% |
| YTD | +98.0% | +59.7% | +38.3% | +67.5% |
| 1Y | +96.9% | +112.3% | -15.4% | +51.7% |
| 3Y | +145.4% | +247.0% | -101.6% | +57.0% |
| 5Y | +153.0% | -35.6% | +188.5% | +140.2% |
| 10Y | +2,098.3% | +305.7% | +1,792.6% | +1,119.4% |
| All | +2,190.5% | +847.0% | +1,343.5% | +1,063.7% |
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