+92.7%
LLY vs PANW
+168.2%
-75.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.1% | +2.0% | -5.1% | -3.4% |
| 30D | -8.6% | -13.0% | +4.4% | -6.8% |
| 3M | -1.6% | +28.6% | -30.3% | -7.2% |
| 6M | +11.8% | +103.0% | -91.1% | -5.3% |
| YTD | +5.1% | +81.9% | -76.8% | -8.8% |
| 1Y | +50.7% | +69.6% | -18.9% | +32.4% |
| All | +92.7% | +168.2% | -75.5% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling