+752.3%
PLTR vs BSX
-17.1%
+769.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +4.7% | +3.7% | +1.0% | +3.1% |
| 30D | -16.4% | +3.1% | -19.5% | -18.0% |
| 3M | -6.2% | -14.2% | +8.1% | -0.2% |
| 6M | +29.2% | -16.4% | +45.6% | +37.8% |
| YTD | -5.5% | -53.5% | +48.0% | +40.7% |
| 1Y | -2.4% | -57.8% | +55.4% | +55.1% |
| 3Y | +752.3% | -17.4% | +769.8% | +925.6% |
| All | +752.3% | -17.1% | +769.4% | +925.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling