+84.2%
JNJ vs TWLO
-33.6%
+117.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -3.5% | -2.4% | -1.1% | -3.5% |
| 30D | +2.3% | -7.8% | +10.1% | +2.3% |
| 3M | +12.0% | +10.0% | +2.0% | +12.1% |
| 6M | +10.5% | +79.5% | -69.0% | +11.0% |
| YTD | +30.4% | +59.8% | -29.4% | +31.0% |
| 1Y | +52.1% | +121.7% | -69.5% | +53.0% |
| 3Y | +77.8% | +240.8% | -163.0% | +78.0% |
| All | +84.2% | -33.6% | +117.8% | +80.9% |
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