+689.7%
TWLO vs REGN
+121.8%
+567.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.2% |
| 7D | -2.4% | -5.6% | +3.2% | -0.8% |
| 30D | -7.8% | -2.0% | -5.9% | -7.5% |
| 3M | +10.0% | +28.0% | -17.9% | +2.0% |
| 6M | +79.5% | +1.2% | +78.3% | +77.6% |
| YTD | +59.8% | +1.6% | +58.2% | +57.6% |
| 1Y | +121.7% | +38.2% | +83.4% | +97.0% |
| 3Y | +240.8% | -5.4% | +246.2% | +230.8% |
| 5Y | -33.6% | +21.3% | -54.9% | -43.2% |
| 10Y | +306.0% | +105.2% | +200.8% | +163.6% |
| All | +689.7% | +121.8% | +567.8% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling