+17.4%
ISRG vs TWLO
+238.8%
-221.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -4.0% |
| 7D | -5.2% | -1.2% | -4.0% | -5.0% |
| 30D | -7.6% | -6.4% | -1.2% | -6.7% |
| 3M | -16.4% | +6.3% | -22.6% | -17.7% |
| 6M | -28.6% | +76.4% | -105.0% | -37.0% |
| YTD | -38.2% | +58.8% | -97.0% | -44.6% |
| 1Y | -25.5% | +107.1% | -132.6% | -37.0% |
| 3Y | +17.4% | +245.0% | -227.6% | -13.2% |
| All | +17.4% | +238.8% | -221.4% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling