-36.0%
TWLO vs ILMN
-52.9%
+16.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.2% | -1.5% |
| 7D | -1.2% | +1.9% | -3.1% | -2.1% |
| 30D | -6.4% | +12.3% | -18.7% | -12.0% |
| 3M | +6.3% | +33.5% | -27.3% | -9.6% |
| 6M | +76.4% | +69.4% | +7.1% | +33.0% |
| YTD | +58.8% | +60.9% | -2.1% | +21.4% |
| 1Y | +107.1% | +115.0% | -7.9% | +35.5% |
| 3Y | +245.0% | +37.0% | +208.0% | +165.8% |
| 5Y | -36.0% | -53.1% | +17.2% | -2.3% |
| All | -36.0% | -52.9% | +16.9% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling