+240.8%
TWLO vs RPRX
+116.2%
+124.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.4% | -8.4% | +5.9% | -1.1% |
| 30D | -7.8% | -0.6% | -7.2% | -7.7% |
| 3M | +10.0% | +6.4% | +3.6% | +8.6% |
| 6M | +79.5% | +26.6% | +52.9% | +69.9% |
| YTD | +59.8% | +53.8% | +6.1% | +44.3% |
| 1Y | +121.7% | +62.8% | +58.9% | +96.7% |
| 3Y | +240.8% | +118.0% | +122.8% | +185.5% |
| All | +240.8% | +116.2% | +124.6% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling