-28.4%
SYK vs TTWO
-12.4%
-16.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.1% |
| 7D | -9.1% | +0.4% | -9.5% | -9.1% |
| 30D | -20.6% | -11.3% | -9.3% | -19.9% |
| 3M | -9.6% | +1.6% | -11.2% | -8.8% |
| 6M | -19.9% | +2.1% | -22.0% | -19.4% |
| YTD | -21.2% | -15.8% | -5.3% | -21.4% |
| 1Y | -28.4% | -12.6% | -15.8% | -29.5% |
| All | -28.4% | -12.4% | -16.0% | -29.5% |
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