+374.7%
ISRG vs TWLO
+319.6%
+55.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.7% |
| 7D | -2.5% | -3.9% | +1.4% | -1.7% |
| 30D | -10.2% | -9.7% | -0.5% | -8.4% |
| 3M | -12.5% | +11.6% | -24.1% | -15.3% |
| 6M | -25.8% | +84.7% | -110.5% | -36.5% |
| YTD | -36.4% | +62.5% | -98.8% | -44.2% |
| 1Y | -19.9% | +121.7% | -141.6% | -34.9% |
| 3Y | +20.9% | +253.0% | -232.1% | -14.7% |
| 5Y | +5.7% | -32.5% | +38.1% | -2.3% |
| All | +374.7% | +319.6% | +55.1% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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