-5.3%
SYK vs TWLO
+60.3%
-65.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.1% | +9.5% | +9.4% |
| 7D | +11.7% | -15.9% | +27.6% | +11.2% |
| 30D | +19.1% | -29.0% | +48.1% | +17.7% |
| 3M | +1.4% | +10.0% | -8.6% | +3.0% |
| 6M | +17.4% | +12.6% | +4.9% | +19.7% |
| YTD | -2.5% | +50.1% | -52.6% | +2.5% |
| 1Y | -5.3% | +64.3% | -69.6% | -0.2% |
| All | -5.3% | +60.3% | -65.6% | -0.2% |
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 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