+46.5%
TSLA vs ISRG
-2.6%
+49.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +6.6% |
| 7D | +3.4% | -5.2% | +8.6% | +6.5% |
| 30D | +12.0% | -7.6% | +19.6% | +17.0% |
| 3M | -10.0% | -16.4% | +6.4% | -1.9% |
| 6M | -7.2% | -28.6% | +21.4% | +10.8% |
| YTD | -18.1% | -38.2% | +20.0% | +7.1% |
| 1Y | +6.3% | -25.5% | +31.8% | +20.9% |
| 3Y | +48.2% | +17.4% | +30.7% | +27.2% |
| 5Y | +46.5% | -3.0% | +49.5% | +28.8% |
| All | +46.5% | -2.6% | +49.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling