+17,983.8%
ISRG vs TTWO
+2,419.7%
+15,564.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | -8.8% | +7.2% | +0.4% |
| 30D | -2.3% | -8.6% | +6.3% | -0.5% |
| 3M | -12.4% | -0.9% | -11.5% | -12.4% |
| 6M | -26.8% | -0.5% | -26.3% | -27.0% |
| YTD | -35.3% | -16.1% | -19.1% | -33.1% |
| 1Y | -19.3% | -10.8% | -8.5% | -18.0% |
| 3Y | +18.1% | +51.4% | -33.2% | +6.2% |
| 5Y | +2.6% | +33.7% | -31.1% | -6.7% |
| 10Y | +379.4% | +380.3% | -0.9% | +229.7% |
| All | +17,983.8% | +2,419.7% | +15,564.1% | +7,038.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling