+689.1%
TWLO vs NVS
+175.2%
+513.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +0.2% | -15.4% | +15.6% | +6.7% |
| 30D | -9.1% | -12.3% | +3.2% | -4.9% |
| 3M | +11.0% | -7.8% | +18.8% | +13.4% |
| 6M | +79.4% | -13.0% | +92.3% | +87.1% |
| YTD | +59.7% | +2.8% | +57.0% | +53.5% |
| 1Y | +112.3% | +10.6% | +101.7% | +96.4% |
| 3Y | +247.0% | +55.1% | +191.9% | +161.1% |
| 5Y | -35.6% | +91.7% | -127.2% | -58.9% |
| 10Y | +305.7% | +181.2% | +124.5% | +106.0% |
| All | +689.1% | +175.2% | +513.9% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling