+129.9%
MRK vs TWLO
-33.6%
+163.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.6% |
| 7D | -4.3% | -2.4% | -1.8% | -4.3% |
| 30D | +8.3% | -7.8% | +16.1% | +8.2% |
| 3M | +20.0% | +10.0% | +10.0% | +20.3% |
| 6M | +25.7% | +79.5% | -53.8% | +26.8% |
| YTD | +38.7% | +59.8% | -21.1% | +39.9% |
| 1Y | +74.7% | +121.7% | -47.0% | +76.8% |
| 3Y | +45.4% | +240.8% | -195.4% | +48.6% |
| All | +129.9% | -33.6% | +163.5% | +109.7% |
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 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