+477.4%
JNJ vs PANW
+3,582.6%
-3,105.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -4.3% | +2.0% | -6.3% | -4.4% |
| 30D | +3.0% | -11.8% | +14.8% | +3.5% |
| 3M | +12.2% | +28.6% | -16.4% | +10.5% |
| 6M | +10.5% | +104.4% | -94.0% | +5.7% |
| YTD | +30.8% | +83.8% | -53.0% | +25.8% |
| 1Y | +54.9% | +71.5% | -16.6% | +49.6% |
| 3Y | +80.7% | +172.2% | -91.5% | +66.4% |
| 5Y | +83.4% | +332.2% | -248.8% | +59.8% |
| 10Y | +195.7% | +1,306.4% | -1,110.7% | +124.2% |
| All | +477.4% | +3,582.6% | -3,105.2% | +316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling