+64.3%
TWLO vs ALNY
-62.5%
+126.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.2% |
| 7D | -15.9% | -30.7% | +14.8% | -15.4% |
| 30D | -29.0% | -26.7% | -2.3% | -28.4% |
| 3M | +10.0% | -26.4% | +36.5% | +10.8% |
| 6M | +12.6% | -45.9% | +58.5% | +11.7% |
| YTD | +50.1% | -59.5% | +109.6% | +50.2% |
| 1Y | +64.3% | -62.0% | +126.2% | +63.1% |
| All | +64.3% | -62.5% | +126.8% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling