-10.5%
ISRG vs TTWO
-18.4%
+7.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.1% | +2.2% | +7.2% |
| 7D | +8.5% | +7.0% | +1.6% | +6.4% |
| 30D | +18.6% | +2.7% | +15.9% | +17.4% |
| 3M | +30.9% | -13.0% | +43.9% | +34.8% |
| 6M | +6.6% | -7.2% | +13.8% | +8.3% |
| YTD | -14.9% | -18.4% | +3.5% | -13.7% |
| 1Y | -10.5% | -17.2% | +6.7% | -9.6% |
| All | -10.5% | -18.4% | +7.9% | -9.6% |
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