+1,735.1%
PLTR vs ISRG
+57.8%
+1,677.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -3.9% |
| 7D | -6.4% | -1.6% | -4.8% | -5.4% |
| 30D | +10.0% | -2.3% | +12.3% | +11.5% |
| 3M | +23.0% | -12.4% | +35.5% | +31.6% |
| 6M | +13.8% | -26.8% | +40.6% | +37.1% |
| YTD | -1.9% | -35.3% | +33.3% | +28.8% |
| 1Y | +11.6% | -19.3% | +31.0% | +22.5% |
| 3Y | +1,048.4% | +18.1% | +1,030.3% | +843.3% |
| 5Y | +554.4% | +2.6% | +551.7% | +402.9% |
| All | +1,735.1% | +57.8% | +1,677.3% | +1,220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling