+25.2%
ISRG vs TWLO
-30.6%
+55.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -5.9% | -3.0% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +6.2% | -26.0% | +32.2% | +12.1% |
| 3M | +14.4% | -14.3% | +28.7% | +16.6% |
| 6M | 0.0% | +6.2% | -6.2% | -3.8% |
| YTD | -20.5% | +50.6% | -71.1% | -30.2% |
| 1Y | -21.9% | +64.0% | -85.9% | -32.8% |
| 3Y | +62.2% | +264.1% | -201.9% | +9.7% |
| 5Y | +25.2% | -27.9% | +53.1% | +28.0% |
| All | +25.2% | -30.6% | +55.8% | +28.0% |
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