-21.6%
ISRG vs TTWO
-4.9%
-16.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -2.0% | +6.0% | -8.1% | -3.8% |
| 30D | +5.6% | +13.2% | -7.7% | +1.3% |
| 3M | +10.5% | -5.8% | +16.4% | +11.6% |
| 6M | +2.6% | +0.4% | +2.3% | +1.8% |
| YTD | -21.7% | -11.0% | -10.7% | -19.5% |
| 1Y | -21.6% | -4.1% | -17.5% | -22.8% |
| All | -21.6% | -4.9% | -16.7% | -22.8% |
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