+57.0%
ISRG vs TTWO
+54.3%
+2.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -2.0% | +6.0% | -8.1% | -4.0% |
| 30D | +5.6% | +13.2% | -7.7% | +1.2% |
| 3M | +10.5% | -5.8% | +16.4% | +11.9% |
| 6M | +2.6% | +0.4% | +2.3% | +1.7% |
| YTD | -21.7% | -11.0% | -10.7% | -19.7% |
| 1Y | -21.6% | -4.1% | -17.5% | -21.6% |
| 3Y | +57.0% | +51.8% | +5.2% | +30.0% |
| All | +57.0% | +54.3% | +2.7% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling