+512.5%
ISRG vs TWLO
+792.9%
-280.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +14.4% | -14.3% | +28.7% | +16.6% |
| 6M | 0.0% | +6.2% | -6.2% | -3.7% |
| YTD | -20.5% | +50.6% | -71.1% | -29.7% |
| 1Y | -21.9% | +64.0% | -85.9% | -32.1% |
| 3Y | +62.2% | +264.1% | -201.9% | +14.2% |
| 5Y | +25.2% | -27.9% | +53.1% | +13.8% |
| 10Y | +537.3% | +580.0% | -42.7% | +277.5% |
| All | +512.5% | +792.9% | -280.4% | +250.2% |
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 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