+3,125.8%
TSLA vs ISRG
+542.9%
+2,583.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.3% |
| 7D | +8.9% | -2.0% | +11.0% | +10.3% |
| 30D | +6.3% | +5.6% | +0.7% | +1.7% |
| 3M | +14.8% | +10.5% | +4.2% | +6.0% |
| 6M | -12.4% | +2.6% | -15.0% | -17.1% |
| YTD | -13.2% | -21.7% | +8.4% | -2.9% |
| 1Y | -2.9% | -21.6% | +18.6% | +8.4% |
| 3Y | +74.4% | +57.0% | +17.4% | +20.8% |
| 5Y | +13.3% | +25.0% | -11.7% | -12.1% |
| All | +3,125.8% | +542.9% | +2,583.0% | +1,166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling