+4.5%
TSLA vs ISRG
-23.0%
+27.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | +9.2% | -10.2% | +19.4% | +11.5% |
| 3M | -4.7% | -12.5% | +7.8% | -2.6% |
| 6M | -8.9% | -25.8% | +16.9% | -2.9% |
| YTD | -19.2% | -36.4% | +17.2% | -11.3% |
| 1Y | +4.5% | -19.9% | +24.4% | +12.5% |
| All | +4.5% | -23.0% | +27.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling