-22.3%
SYK vs TWLO
+123.2%
-145.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.8% |
| 7D | -8.3% | -2.0% | -6.3% | -8.4% |
| 30D | -10.1% | +20.6% | -30.6% | -8.7% |
| 3M | +0.9% | -1.5% | +2.5% | +0.9% |
| 6M | -20.2% | +89.4% | -109.6% | -16.2% |
| YTD | -13.3% | +63.8% | -77.1% | -9.5% |
| 1Y | -22.3% | +119.7% | -142.1% | -17.3% |
| All | -22.3% | +123.2% | -145.6% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling