+240.8%
TWLO vs REGN
-4.3%
+245.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.5% |
| 7D | -2.4% | -5.6% | +3.2% | -2.0% |
| 30D | -7.8% | -2.0% | -5.9% | -7.7% |
| 3M | +10.0% | +28.0% | -17.9% | +8.4% |
| 6M | +79.5% | +1.2% | +78.3% | +79.6% |
| YTD | +59.8% | +1.6% | +58.2% | +59.8% |
| 1Y | +121.7% | +38.2% | +83.4% | +117.9% |
| 3Y | +240.8% | -5.4% | +246.2% | +216.1% |
| All | +240.8% | -4.3% | +245.1% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 3y: compounded portfolio wealth divided by compounded REGN 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…
3y analysis · Full analysis span regression · 6 months rolling