-19.3%
ISRG vs TTWO
-10.0%
-9.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | -8.8% | +7.2% | +0.5% |
| 30D | -2.3% | -8.6% | +6.3% | -0.4% |
| 3M | -12.4% | -0.9% | -11.5% | -11.7% |
| 6M | -26.8% | -0.5% | -26.3% | -26.7% |
| YTD | -35.3% | -16.1% | -19.1% | -34.8% |
| 1Y | -19.3% | -10.8% | -8.5% | -21.5% |
| All | -19.3% | -10.0% | -9.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling