+702.8%
TWLO vs VEEV
+663.1%
+39.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -3.9% | -8.2% | +4.3% | +2.1% |
| 30D | -9.7% | +10.3% | -20.0% | -16.7% |
| 3M | +11.6% | +59.4% | -47.8% | -21.4% |
| 6M | +84.7% | +37.6% | +47.1% | +45.6% |
| YTD | +62.5% | +16.9% | +45.6% | +43.4% |
| 1Y | +121.7% | -5.0% | +126.7% | +123.9% |
| 3Y | +253.0% | +18.5% | +234.5% | +179.4% |
| 5Y | -32.5% | -13.8% | -18.7% | -32.8% |
| 10Y | +312.7% | +547.0% | -234.2% | +26.6% |
| All | +702.8% | +663.1% | +39.7% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling