+1,761.8%
ASML vs PANW
+1,275.4%
+486.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | +6.0% | -6.9% | +12.9% | +8.6% |
| 30D | +1.4% | -7.4% | +8.8% | +3.4% |
| 3M | +1.0% | +26.5% | -25.5% | -8.9% |
| 6M | +37.0% | +104.2% | -67.2% | +1.2% |
| YTD | +65.8% | +82.9% | -17.2% | +26.6% |
| 1Y | +123.1% | +70.7% | +52.4% | +75.0% |
| 3Y | +188.2% | +170.9% | +17.2% | +75.3% |
| 5Y | +115.6% | +334.1% | -218.5% | +3.0% |
| 10Y | +1,761.8% | +1,275.6% | +486.2% | +435.3% |
| All | +1,761.8% | +1,275.4% | +486.4% | +435.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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