+7.2%
SYK vs TWLO
-33.6%
+40.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.2% |
| 7D | -9.1% | -2.4% | -6.7% | -8.9% |
| 30D | -20.6% | -7.8% | -12.8% | -20.1% |
| 3M | -9.6% | +10.0% | -19.6% | -10.8% |
| 6M | -19.9% | +79.5% | -99.3% | -25.8% |
| YTD | -21.2% | +59.8% | -81.0% | -26.2% |
| 1Y | -28.4% | +121.7% | -150.1% | -36.1% |
| 3Y | -5.3% | +240.8% | -246.1% | -22.4% |
| All | +7.2% | -33.6% | +40.8% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling