-32.3%
TWLO vs BDX
-2.2%
-30.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -2.4% | -3.2% | +0.7% | -1.6% |
| 30D | -7.8% | -2.5% | -5.3% | -7.2% |
| 3M | +10.0% | +21.4% | -11.4% | +3.8% |
| 6M | +79.5% | +10.4% | +69.1% | +73.8% |
| YTD | +59.8% | +18.8% | +41.0% | +50.1% |
| 1Y | +121.7% | +21.7% | +100.0% | +106.2% |
| 3Y | +240.8% | -10.0% | +250.8% | +255.2% |
| All | -32.3% | -2.2% | -30.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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