-32.3%
TWLO vs BBIO
+42.7%
-75.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.4% | -3.2% | +0.8% | -1.9% |
| 30D | -7.8% | -13.6% | +5.8% | -5.6% |
| 3M | +10.0% | +7.2% | +2.8% | +8.4% |
| 6M | +79.5% | +1.5% | +78.0% | +77.8% |
| YTD | +59.8% | -5.3% | +65.1% | +59.1% |
| 1Y | +121.7% | +37.7% | +84.0% | +105.8% |
| 3Y | +240.8% | +153.9% | +86.9% | +170.6% |
| All | -32.3% | +42.7% | -75.1% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling