+1,549.9%
LLY vs PANW
+1,278.8%
+271.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | -8.4% | -14.6% | +6.1% | -6.7% |
| 3M | -3.8% | +18.3% | -22.0% | -6.8% |
| 6M | +11.9% | +100.5% | -88.5% | -0.5% |
| YTD | +4.3% | +79.5% | -75.2% | -5.8% |
| 1Y | +48.5% | +66.7% | -18.3% | +35.3% |
| 3Y | +91.2% | +161.2% | -70.0% | +61.4% |
| 5Y | +387.5% | +322.2% | +65.3% | +277.0% |
| All | +1,549.9% | +1,278.8% | +271.1% | +930.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling