+301.0%
TWLO vs NVS
+179.5%
+121.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.4% | -14.3% | +11.9% | +2.9% |
| 30D | -7.8% | -10.0% | +2.1% | -4.9% |
| 3M | +10.0% | -10.9% | +20.9% | +13.9% |
| 6M | +79.5% | -12.0% | +91.4% | +85.8% |
| YTD | +59.8% | +2.5% | +57.3% | +54.3% |
| 1Y | +121.7% | +10.7% | +111.0% | +106.2% |
| 3Y | +240.8% | +53.3% | +187.5% | +163.6% |
| 5Y | -33.6% | +93.6% | -127.2% | -56.5% |
| All | +301.0% | +179.5% | +121.4% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling