+57.3%
LLY vs PANW
+61.3%
-4.0%
-23.2%
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% | +0.6% |
| 7D | +10.1% | -11.8% | +21.8% | +9.8% |
| 30D | +24.0% | -14.4% | +38.5% | +24.0% |
| 3M | +27.3% | -5.0% | +32.3% | +26.8% |
| 6M | +47.0% | +88.6% | -41.6% | +39.3% |
| YTD | +32.6% | +88.9% | -56.4% | +27.2% |
| 1Y | +57.3% | +62.2% | -4.9% | +50.7% |
| All | +57.3% | +61.3% | -4.0% | +50.7% |
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 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