+1,046.2%
PLTR vs ISRG
+20.0%
+1,026.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -4.0% |
| 7D | -6.4% | -1.6% | -4.8% | -5.6% |
| 30D | +10.0% | -2.3% | +12.3% | +11.4% |
| 3M | +23.0% | -12.4% | +35.5% | +30.8% |
| 6M | +13.8% | -26.8% | +40.6% | +35.5% |
| YTD | -1.9% | -35.3% | +33.3% | +26.6% |
| 1Y | +11.6% | -19.3% | +31.0% | +21.7% |
| All | +1,046.2% | +20.0% | +1,026.1% | +812.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling