-32.3%
TWLO vs ZM
-68.2%
+35.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.4% | -5.7% | +3.3% | +2.0% |
| 30D | -7.8% | -9.1% | +1.3% | -1.7% |
| 3M | +10.0% | +3.5% | +6.5% | +5.6% |
| 6M | +79.5% | +25.7% | +53.8% | +48.9% |
| YTD | +59.8% | +10.8% | +49.1% | +44.0% |
| 1Y | +121.7% | +12.8% | +108.9% | +96.3% |
| 3Y | +240.8% | +33.1% | +207.7% | +157.0% |
| All | -32.3% | -68.2% | +35.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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