+1,684.5%
PLTR vs ISRG
+52.0%
+1,632.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.0% |
| 7D | 0.0% | -5.0% | +5.1% | +3.4% |
| 30D | -3.3% | -10.2% | +7.0% | +3.6% |
| 3M | +28.4% | -17.2% | +45.6% | +42.6% |
| 6M | +8.4% | -28.4% | +36.8% | +32.4% |
| YTD | -4.6% | -37.6% | +33.0% | +28.3% |
| 1Y | +4.4% | -24.4% | +28.9% | +20.0% |
| 3Y | +1,020.5% | +18.4% | +1,002.0% | +816.1% |
| 5Y | +548.8% | -1.0% | +549.8% | +410.9% |
| All | +1,684.5% | +52.0% | +1,632.5% | +1,215.7% |
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