+689.7%
TWLO vs NVMI
+3,105.3%
-2,415.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.5% |
| 30D | -7.8% | -8.4% | +0.6% | -5.1% |
| 3M | +10.0% | -33.6% | +43.6% | +26.0% |
| 6M | +79.5% | -14.7% | +94.1% | +79.3% |
| YTD | +59.8% | +13.2% | +46.6% | +37.6% |
| 1Y | +121.7% | +29.0% | +92.7% | +78.0% |
| 3Y | +240.8% | +215.0% | +25.8% | +50.3% |
| 5Y | -33.6% | +268.6% | -302.2% | -73.8% |
| 10Y | +306.0% | +3,124.7% | -2,818.7% | -42.5% |
| All | +689.7% | +3,105.3% | -2,415.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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