+119.7%
TWLO vs NVS
+27.7%
+92.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -3.3% |
| 7D | -2.0% | +4.0% | -6.0% | -1.5% |
| 30D | +20.6% | +3.6% | +17.0% | +21.1% |
| 3M | -1.5% | +7.8% | -9.4% | -0.4% |
| 6M | +89.4% | -0.2% | +89.6% | +92.1% |
| YTD | +63.8% | +19.6% | +44.2% | +60.1% |
| 1Y | +119.7% | +28.4% | +91.4% | +108.2% |
| All | +119.7% | +27.7% | +92.0% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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