+22,131.9%
TSLA vs ISRG
+900.1%
+21,231.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.5% |
| 7D | +1.5% | -1.6% | +3.1% | +2.5% |
| 30D | +10.1% | -2.3% | +12.4% | +11.4% |
| 3M | -15.4% | -12.4% | -2.9% | -10.5% |
| 6M | -12.8% | -26.8% | +14.1% | +1.2% |
| YTD | -21.3% | -35.3% | +14.0% | -2.3% |
| 1Y | +4.6% | -19.3% | +23.9% | +13.0% |
| 3Y | +44.5% | +18.1% | +26.4% | +26.7% |
| 5Y | +44.8% | +2.6% | +42.2% | +33.2% |
| 10Y | +2,585.4% | +379.4% | +2,206.0% | +1,109.5% |
| All | +22,131.9% | +900.1% | +21,231.8% | +7,180.5% |
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 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