+8.4%
TWLO vs RPRX
+52.7%
-44.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.4% | -8.4% | +5.9% | +0.6% |
| 30D | -7.8% | -0.6% | -7.2% | -7.8% |
| 3M | +10.0% | +6.4% | +3.6% | +6.9% |
| 6M | +79.5% | +26.6% | +52.9% | +62.3% |
| YTD | +59.8% | +53.8% | +6.1% | +33.4% |
| 1Y | +121.7% | +62.8% | +58.9% | +80.1% |
| 3Y | +240.8% | +118.0% | +122.8% | +140.6% |
| 5Y | -33.6% | +71.2% | -104.8% | -46.6% |
| All | +8.4% | +52.7% | -44.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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