+709.2%
TWLO vs EXEL
+653.6%
+55.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -2.0% | +8.4% | -10.4% | -4.0% |
| 30D | +20.6% | +4.1% | +16.5% | +19.1% |
| 3M | -1.5% | +12.4% | -14.0% | -4.8% |
| 6M | +89.4% | +41.5% | +47.9% | +71.5% |
| YTD | +63.8% | +34.6% | +29.2% | +49.9% |
| 1Y | +119.7% | +57.9% | +61.9% | +91.1% |
| 3Y | +256.1% | +159.5% | +96.6% | +157.8% |
| 5Y | -36.6% | +198.5% | -235.0% | -56.5% |
| 10Y | +304.3% | +411.4% | -107.0% | +116.8% |
| All | +709.2% | +653.6% | +55.6% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling