+240.8%
TWLO vs ZBH
-20.7%
+261.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.7% |
| 7D | -2.4% | -4.7% | +2.3% | -2.3% |
| 30D | -7.8% | -4.5% | -3.3% | -7.7% |
| 3M | +10.0% | +7.6% | +2.5% | +9.7% |
| 6M | +79.5% | +0.3% | +79.2% | +78.7% |
| YTD | +59.8% | +4.5% | +55.3% | +59.1% |
| 1Y | +121.7% | -9.4% | +131.1% | +120.6% |
| 3Y | +240.8% | -21.5% | +262.3% | +239.4% |
| All | +240.8% | -20.7% | +261.5% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling