+23,636.9%
TSLA vs ISRG
+1,156.1%
+22,480.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.6% |
| 7D | -6.4% | +5.4% | -11.8% | -9.5% |
| 30D | -1.2% | +8.6% | -9.8% | -6.3% |
| 3M | +15.1% | +21.6% | -6.5% | +2.0% |
| 6M | -11.7% | +2.3% | -14.1% | -15.9% |
| YTD | -15.9% | -18.7% | +2.7% | -9.2% |
| 1Y | -12.0% | -17.8% | +5.8% | -5.6% |
| 3Y | +80.0% | +69.1% | +11.0% | +28.1% |
| 5Y | +10.8% | +26.5% | -15.7% | -10.1% |
| 10Y | +2,883.7% | +536.3% | +2,347.4% | +1,047.6% |
| All | +23,636.9% | +1,156.1% | +22,480.8% | +6,671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling