+240.8%
TWLO vs TEVA
+280.8%
-40.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -1.9% |
| 7D | -2.4% | +2.0% | -4.4% | -2.7% |
| 30D | -7.8% | +1.0% | -8.8% | -8.0% |
| 3M | +10.0% | +7.3% | +2.7% | +8.9% |
| 6M | +79.5% | +21.7% | +57.7% | +74.1% |
| YTD | +59.8% | +18.8% | +41.0% | +55.2% |
| 1Y | +121.7% | +86.5% | +35.2% | +101.4% |
| 3Y | +240.8% | +269.4% | -28.6% | +174.5% |
| All | +240.8% | +280.8% | -40.0% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling