+684.6%
TWLO vs BIIB
-10.4%
+695.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.7% | -2.2% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | -6.4% | +2.2% | -8.6% | -6.9% |
| 3M | +6.3% | +10.3% | -4.0% | +3.2% |
| 6M | +76.4% | +14.9% | +61.5% | +68.9% |
| YTD | +58.8% | +20.7% | +38.1% | +49.8% |
| 1Y | +107.1% | +50.3% | +56.8% | +84.7% |
| 3Y | +245.0% | -18.0% | +262.9% | +250.7% |
| 5Y | -36.0% | -33.9% | -2.0% | -33.3% |
| 10Y | +293.2% | -30.9% | +324.1% | +273.1% |
| All | +684.6% | -10.4% | +695.0% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling