+110.2%
NVO vs TWLO
+863.4%
-753.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.4% |
| 7D | -7.4% | -3.9% | -3.5% | -7.1% |
| 30D | -5.5% | -9.7% | +4.2% | -4.7% |
| 3M | +4.1% | +11.6% | -7.5% | +2.8% |
| 6M | +19.3% | +84.7% | -65.3% | +12.3% |
| YTD | -9.2% | +62.5% | -71.7% | -13.7% |
| 1Y | -15.0% | +121.7% | -136.7% | -21.4% |
| 3Y | -50.9% | +253.0% | -303.8% | -56.7% |
| 5Y | -0.9% | -32.5% | +31.6% | -4.3% |
| 10Y | +152.4% | +312.7% | -160.3% | +110.7% |
| All | +110.2% | +863.4% | -753.3% | +67.4% |
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