+63.9%
CSCO vs PANW
+74.0%
-10.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.7% | -10.3% | +9.7% | +1.1% |
| 30D | -10.1% | -8.1% | -2.0% | -9.1% |
| 3M | -15.7% | +19.3% | -35.0% | -19.5% |
| 6M | +36.3% | +110.2% | -73.9% | +18.7% |
| YTD | +43.8% | +80.9% | -37.1% | +28.2% |
| 1Y | +63.9% | +73.3% | -9.3% | +46.3% |
| All | +63.9% | +74.0% | -10.1% | +46.3% |
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 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