-32.3%
TWLO vs ZBH
-28.6%
-3.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.1% |
| 7D | -2.4% | -4.7% | +2.3% | -0.7% |
| 30D | -7.8% | -4.5% | -3.3% | -6.3% |
| 3M | +10.0% | +7.6% | +2.5% | +5.8% |
| 6M | +79.5% | +0.3% | +79.2% | +76.7% |
| YTD | +59.8% | +4.5% | +55.3% | +53.8% |
| 1Y | +121.7% | -9.4% | +131.1% | +125.0% |
| 3Y | +240.8% | -21.5% | +262.3% | +263.4% |
| All | -32.3% | -28.6% | -3.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling