+689.1%
TWLO vs ZBH
-11.4%
+700.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +0.2% | -4.9% | +5.1% | +2.5% |
| 30D | -9.1% | -3.2% | -5.9% | -7.9% |
| 3M | +11.0% | +5.8% | +5.2% | +7.1% |
| 6M | +79.4% | +2.0% | +77.4% | +75.0% |
| YTD | +59.7% | +5.8% | +53.9% | +52.3% |
| 1Y | +112.3% | -7.9% | +120.3% | +113.7% |
| 3Y | +247.0% | -19.4% | +266.3% | +258.6% |
| 5Y | -35.6% | -29.5% | -6.1% | -28.7% |
| 10Y | +305.7% | -15.5% | +321.2% | +266.6% |
| All | +689.1% | -11.4% | +700.5% | +544.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling