+112.3%
TWLO vs ILMN
+108.3%
+4.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.8% |
| 7D | +0.2% | -3.9% | +4.1% | +1.9% |
| 30D | -9.1% | +6.9% | -16.0% | -11.9% |
| 3M | +11.0% | +28.1% | -17.1% | -3.3% |
| 6M | +79.4% | +65.0% | +14.4% | +36.0% |
| YTD | +59.7% | +56.3% | +3.4% | +22.9% |
| 1Y | +112.3% | +108.7% | +3.6% | +37.3% |
| All | +112.3% | +108.3% | +4.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling