-52.9%
NVO vs TWLO
+246.3%
-299.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -7.6% | -2.4% | -5.2% | -7.2% |
| 30D | -6.0% | -7.8% | +1.8% | -5.0% |
| 3M | -0.8% | +10.0% | -10.8% | -2.8% |
| 6M | +16.5% | +79.5% | -63.0% | +4.1% |
| YTD | -11.1% | +59.8% | -71.0% | -19.7% |
| 1Y | -16.7% | +121.7% | -138.4% | -28.2% |
| 3Y | -52.9% | +240.8% | -293.7% | -59.0% |
| All | -52.9% | +246.3% | -299.2% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling