+1,660.3%
PLTR vs BSX
+13.6%
+1,646.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -4.1% | -10.1% | +6.0% | +0.6% |
| 30D | -2.2% | -16.4% | +14.2% | +5.6% |
| 3M | +27.6% | -8.9% | +36.5% | +32.2% |
| 6M | +10.3% | -38.3% | +48.6% | +36.3% |
| YTD | -5.9% | -54.9% | +49.0% | +36.1% |
| 1Y | +1.7% | -58.8% | +60.6% | +53.5% |
| 3Y | +959.1% | -21.2% | +980.3% | +1,083.7% |
| 5Y | +536.3% | -3.3% | +539.7% | +508.9% |
| All | +1,660.3% | +13.6% | +1,646.7% | +1,784.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 10y: compounded portfolio wealth divided by compounded BSX 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…
10y analysis · Full analysis span regression · 6 months rolling