+399.0%
ISRG vs TWLO
+871.2%
-472.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.2% |
| 30D | -2.3% | +20.6% | -22.8% | -6.5% |
| 3M | -12.4% | -1.5% | -10.9% | -13.0% |
| 6M | -26.8% | +89.4% | -116.3% | -37.4% |
| YTD | -35.3% | +63.8% | -99.0% | -43.1% |
| 1Y | -19.3% | +119.7% | -139.1% | -33.8% |
| 3Y | +18.1% | +256.1% | -238.0% | -15.6% |
| 5Y | +2.6% | -36.6% | +39.2% | -4.1% |
| 10Y | +379.4% | +304.3% | +75.1% | +192.9% |
| All | +399.0% | +871.2% | -472.1% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling