+301.0%
TWLO vs BIIB
-26.2%
+327.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -2.4% | -1.7% | -0.8% | -2.0% |
| 30D | -7.8% | +4.0% | -11.8% | -8.7% |
| 3M | +10.0% | +8.6% | +1.4% | +7.4% |
| 6M | +79.5% | +14.0% | +65.5% | +72.3% |
| YTD | +59.8% | +23.4% | +36.4% | +50.1% |
| 1Y | +121.7% | +45.9% | +75.8% | +99.6% |
| 3Y | +240.8% | -16.1% | +256.9% | +244.6% |
| 5Y | -33.6% | -27.6% | -6.0% | -32.2% |
| All | +301.0% | -26.2% | +327.1% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling