+46.6%
ASML vs PANW
+54.5%
-7.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.4% | +0.8% | +5.4% |
| 7D | -0.8% | -5.9% | +5.1% | 0.0% |
| 30D | -14.9% | -21.0% | +6.1% | -12.9% |
| 3M | -13.0% | -9.1% | -3.9% | -11.6% |
| 6M | -4.7% | +59.2% | -63.9% | -6.8% |
| YTD | +42.3% | +79.6% | -37.3% | +43.7% |
| All | +46.6% | +54.5% | -7.9% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling