+80.0%
TSLA vs ISRG
+65.7%
+14.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.7% |
| 7D | -6.4% | +5.4% | -11.8% | -9.0% |
| 30D | -1.2% | +8.6% | -9.8% | -5.7% |
| 3M | +15.1% | +21.6% | -6.5% | +3.2% |
| 6M | -11.7% | +2.3% | -14.1% | -14.6% |
| YTD | -15.9% | -18.7% | +2.7% | -6.1% |
| 1Y | -12.0% | -17.8% | +5.8% | -2.5% |
| 3Y | +80.0% | +69.1% | +11.0% | +79.1% |
| All | +80.0% | +65.7% | +14.4% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling