-32.5%
TWLO vs EXEL
+192.6%
-225.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.1% |
| 7D | -3.9% | -2.9% | -1.0% | -3.2% |
| 30D | -9.7% | +11.9% | -21.6% | -12.1% |
| 3M | +11.6% | +9.2% | +2.4% | +9.0% |
| 6M | +84.7% | +39.1% | +45.6% | +69.0% |
| YTD | +62.5% | +31.0% | +31.5% | +50.6% |
| 1Y | +121.7% | +52.3% | +69.4% | +95.6% |
| 3Y | +253.0% | +159.7% | +93.2% | +140.9% |
| 5Y | -32.5% | +187.7% | -220.2% | -62.9% |
| All | -32.5% | +192.6% | -225.1% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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