+1,668.3%
PLTR vs ISRG
+90.9%
+1,577.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | +4.7% | -2.0% | +6.8% | +6.1% |
| 30D | -16.4% | +5.6% | -22.0% | -19.9% |
| 3M | -6.2% | +10.5% | -16.7% | -13.2% |
| 6M | +29.2% | +2.6% | +26.6% | +23.0% |
| YTD | -5.5% | -21.7% | +16.2% | +8.3% |
| 1Y | -2.4% | -21.6% | +19.1% | +11.6% |
| 3Y | +752.3% | +57.0% | +695.3% | +469.5% |
| 5Y | +635.8% | +25.0% | +610.9% | +395.7% |
| All | +1,668.3% | +90.9% | +1,577.4% | +1,011.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling