+119.7%
TWLO vs NVDX
+34.6%
+85.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.6% | -3.3% |
| 7D | -2.0% | +11.6% | -13.6% | -3.5% |
| 30D | +20.6% | +7.5% | +13.0% | +19.0% |
| 3M | -1.5% | +2.1% | -3.7% | -2.6% |
| 6M | +89.4% | +35.5% | +53.9% | +79.4% |
| YTD | +63.8% | +24.1% | +39.7% | +55.4% |
| 1Y | +119.7% | +33.0% | +86.8% | +112.8% |
| All | +119.7% | +34.6% | +85.1% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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