+255.4%
MRK vs TWLO
+847.7%
-592.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -4.3% | -2.4% | -1.8% | -4.2% |
| 30D | +8.3% | -7.8% | +16.1% | +8.5% |
| 3M | +20.0% | +10.0% | +10.0% | +19.6% |
| 6M | +25.7% | +79.5% | -53.8% | +23.4% |
| YTD | +38.7% | +59.8% | -21.1% | +36.6% |
| 1Y | +74.7% | +121.7% | -47.0% | +70.2% |
| 3Y | +45.4% | +240.8% | -195.4% | +38.8% |
| 5Y | +129.0% | -33.6% | +162.6% | +130.7% |
| 10Y | +228.0% | +306.0% | -77.9% | +191.1% |
| All | +255.4% | +847.7% | -592.3% | +192.7% |
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