+21,775.7%
ISRG vs TTWO
+2,573.8%
+19,201.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -2.0% | +6.0% | -8.1% | -3.5% |
| 30D | +5.6% | +13.2% | -7.7% | +2.5% |
| 3M | +10.5% | -5.8% | +16.4% | +11.6% |
| 6M | +2.6% | +0.4% | +2.3% | +2.0% |
| YTD | -21.7% | -11.0% | -10.7% | -20.3% |
| 1Y | -21.6% | -4.1% | -17.5% | -21.5% |
| 3Y | +57.0% | +51.8% | +5.2% | +40.7% |
| 5Y | +25.0% | +21.3% | +3.7% | +15.7% |
| 10Y | +542.1% | +375.1% | +167.0% | +341.0% |
| All | +21,775.7% | +2,573.8% | +19,201.8% | +8,401.7% |
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