+5.0%
SYK vs TTWO
+40.3%
-35.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -2.5% |
| 7D | -12.3% | +1.3% | -13.7% | -12.6% |
| 30D | -22.4% | -13.4% | -9.1% | -20.3% |
| 3M | -12.3% | +3.1% | -15.4% | -12.9% |
| 6M | -24.3% | +3.8% | -28.1% | -25.1% |
| YTD | -22.8% | -15.3% | -7.5% | -20.7% |
| 1Y | -28.8% | -11.1% | -17.7% | -27.8% |
| 3Y | -4.0% | +52.0% | -55.9% | -15.1% |
| All | +5.0% | +40.3% | -35.3% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling