+301.0%
TWLO vs TEVA
-22.9%
+323.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -2.1% |
| 7D | -2.4% | +2.0% | -4.4% | -2.9% |
| 30D | -7.8% | +1.0% | -8.8% | -8.2% |
| 3M | +10.0% | +7.3% | +2.7% | +7.8% |
| 6M | +79.5% | +21.7% | +57.7% | +69.4% |
| YTD | +59.8% | +18.8% | +41.0% | +51.3% |
| 1Y | +121.7% | +86.5% | +35.2% | +86.3% |
| 3Y | +240.8% | +269.4% | -28.6% | +129.2% |
| 5Y | -33.6% | +303.6% | -337.2% | -57.3% |
| All | +301.0% | -22.9% | +323.9% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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