+200.6%
JNJ vs TWLO
+847.0%
-646.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -3.0% | +0.2% | -3.1% | -3.0% |
| 30D | +2.5% | -9.1% | +11.7% | +2.7% |
| 3M | +13.2% | +11.0% | +2.3% | +13.0% |
| 6M | +11.3% | +79.4% | -68.1% | +9.9% |
| YTD | +31.1% | +59.7% | -28.6% | +29.8% |
| 1Y | +54.3% | +112.3% | -58.0% | +51.8% |
| 3Y | +81.1% | +247.0% | -165.8% | +74.8% |
| 5Y | +82.7% | -35.6% | +118.3% | +83.4% |
| 10Y | +196.5% | +305.7% | -109.2% | +167.8% |
| All | +200.6% | +847.0% | -646.4% | +166.6% |
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