+240.8%
TWLO vs VEEV
+18.9%
+221.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.9% |
| 7D | -2.4% | -4.6% | +2.2% | 0.0% |
| 30D | -7.8% | +8.6% | -16.5% | -12.1% |
| 3M | +10.0% | +62.4% | -52.4% | -14.6% |
| 6M | +79.5% | +40.3% | +39.2% | +49.0% |
| YTD | +59.8% | +17.5% | +42.3% | +41.6% |
| 1Y | +121.7% | -6.1% | +127.8% | +111.6% |
| 3Y | +240.8% | +16.7% | +224.1% | +190.8% |
| All | +240.8% | +18.9% | +221.9% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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