-3.0%
ISRG vs TWLO
-37.0%
+34.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.9% |
| 7D | -5.2% | -1.2% | -4.0% | -5.0% |
| 30D | -7.6% | -6.4% | -1.2% | -6.5% |
| 3M | -16.4% | +6.3% | -22.6% | -18.1% |
| 6M | -28.6% | +76.4% | -105.0% | -38.3% |
| YTD | -38.2% | +58.8% | -97.0% | -45.6% |
| 1Y | -25.5% | +107.1% | -132.6% | -38.7% |
| 3Y | +17.4% | +245.0% | -227.6% | -17.7% |
| 5Y | -3.0% | -36.0% | +33.0% | -9.7% |
| All | -3.0% | -37.0% | +34.0% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling