+2,973.5%
TSLA vs ISRG
+521.1%
+2,452.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.9% |
| 7D | -4.7% | +2.1% | -6.8% | -6.5% |
| 30D | -0.8% | +6.2% | -6.9% | -5.3% |
| 3M | +14.8% | +14.4% | +0.4% | +3.8% |
| 6M | -11.3% | 0.0% | -11.3% | -15.0% |
| YTD | -15.6% | -20.5% | +5.0% | -6.3% |
| 1Y | -14.7% | -21.9% | +7.2% | -4.3% |
| 3Y | +76.9% | +62.2% | +14.7% | +20.1% |
| 5Y | +6.7% | +25.2% | -18.5% | -17.2% |
| 10Y | +2,973.5% | +537.3% | +2,436.2% | +1,126.5% |
| All | +2,973.5% | +521.1% | +2,452.4% | +1,126.5% |
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