+45.9%
CSCO vs PANW
+61.3%
-15.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -6.1% | -11.8% | +5.7% | -4.1% |
| 30D | -8.2% | -14.4% | +6.3% | -5.9% |
| 3M | -14.6% | -5.0% | -9.6% | -13.8% |
| 6M | +12.7% | +88.6% | -75.9% | +0.4% |
| YTD | +37.0% | +88.9% | -52.0% | +22.5% |
| 1Y | +45.9% | +62.2% | -16.3% | +34.1% |
| All | +45.9% | +61.3% | -15.4% | +34.1% |
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