+175.6%
ASML vs PANW
+173.0%
+2.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +1.1% | -10.3% | +11.4% | +3.7% |
| 30D | +2.2% | -8.1% | +10.3% | +3.9% |
| 3M | -2.3% | +19.3% | -21.6% | -7.6% |
| 6M | +23.0% | +110.2% | -87.2% | -0.6% |
| YTD | +61.1% | +80.9% | -19.9% | +35.4% |
| 1Y | +129.1% | +73.3% | +55.9% | +95.3% |
| All | +175.6% | +173.0% | +2.7% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling