+240.8%
TWLO vs BBIO
+154.4%
+86.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | -7.8% | -13.6% | +5.8% | -6.2% |
| 3M | +10.0% | +7.2% | +2.8% | +9.0% |
| 6M | +79.5% | +1.5% | +78.0% | +78.5% |
| YTD | +59.8% | -5.3% | +65.1% | +59.6% |
| 1Y | +121.7% | +37.7% | +84.0% | +109.1% |
| 3Y | +240.8% | +153.9% | +86.9% | +171.4% |
| All | +240.8% | +154.4% | +86.4% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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