+145.6%
GILD vs TWLO
+847.7%
-702.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.7% |
| 7D | -4.8% | -2.4% | -2.4% | -4.7% |
| 30D | +5.8% | -7.8% | +13.6% | +6.2% |
| 3M | +14.9% | +10.0% | +4.9% | +14.1% |
| 6M | -0.4% | +79.5% | -79.8% | -4.1% |
| YTD | +18.5% | +59.8% | -41.3% | +14.7% |
| 1Y | +25.1% | +121.7% | -96.6% | +18.7% |
| 3Y | +105.9% | +240.8% | -134.9% | +87.3% |
| 5Y | +143.0% | -33.6% | +176.6% | +137.1% |
| 10Y | +162.4% | +306.0% | -143.6% | +109.7% |
| All | +145.6% | +847.7% | -702.0% | +85.4% |
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