+765.0%
PLTR vs ISRG
+62.8%
+702.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.8% | +5.2% |
| 7D | -12.9% | +4.8% | -17.7% | -15.4% |
| 30D | -17.4% | +9.2% | -26.6% | -21.6% |
| 3M | +2.9% | +21.2% | -18.3% | -8.1% |
| 6M | +19.9% | +0.2% | +19.6% | +17.5% |
| YTD | -9.8% | -20.1% | +10.3% | +2.0% |
| 1Y | -8.4% | -17.3% | +9.0% | +1.5% |
| 3Y | +765.0% | +63.3% | +701.7% | +532.2% |
| All | +765.0% | +62.8% | +702.2% | +532.2% |
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