+662.3%
TWLO vs ILMN
+53.8%
+608.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +2.8% | -6.0% | +8.8% | +6.0% |
| 30D | -22.4% | -23.0% | +0.7% | -11.5% |
| 3M | -14.2% | +10.4% | -24.7% | -19.3% |
| 6M | +10.5% | +49.4% | -38.9% | -12.6% |
| YTD | +54.3% | +62.3% | -8.0% | +15.9% |
| 1Y | +68.0% | +73.7% | -5.7% | +21.6% |
| 3Y | +273.0% | +122.5% | +150.5% | +115.7% |
| 5Y | -26.3% | -43.2% | +16.8% | -13.0% |
| 10Y | +595.4% | +59.0% | +536.5% | +479.8% |
| All | +662.3% | +53.8% | +608.5% | +466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling