+689.7%
TWLO vs IDXX
+457.1%
+232.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -2.4% | -5.7% | +3.3% | +1.4% |
| 30D | -7.8% | -11.5% | +3.7% | -0.4% |
| 3M | +10.0% | -9.5% | +19.6% | +15.9% |
| 6M | +79.5% | -16.0% | +95.4% | +97.5% |
| YTD | +59.8% | -25.4% | +85.2% | +89.5% |
| 1Y | +121.7% | -21.8% | +143.4% | +151.0% |
| 3Y | +240.8% | +7.0% | +233.8% | +174.8% |
| 5Y | -33.6% | -26.0% | -7.6% | -30.1% |
| 10Y | +306.0% | +358.9% | -53.0% | +37.2% |
| All | +689.7% | +457.1% | +232.6% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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