+167.6%
SYK vs TWLO
+319.6%
-152.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -12.3% | -3.9% | -8.4% | -11.9% |
| 30D | -22.4% | -9.7% | -12.7% | -21.6% |
| 3M | -12.3% | +11.6% | -23.9% | -13.9% |
| 6M | -24.3% | +84.7% | -109.0% | -30.7% |
| YTD | -22.8% | +62.5% | -85.3% | -28.4% |
| 1Y | -28.8% | +121.7% | -150.5% | -36.9% |
| 3Y | -4.0% | +253.0% | -257.0% | -21.8% |
| 5Y | +3.8% | -32.5% | +36.3% | -1.8% |
| All | +167.6% | +319.6% | -152.0% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling