+390.7%
LLY vs PANW
+327.4%
+63.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -3.2% | +2.0% | -5.1% | -3.4% |
| 30D | -7.4% | -11.8% | +4.4% | -6.1% |
| 3M | -1.0% | +28.6% | -29.6% | -5.3% |
| 6M | +12.5% | +104.4% | -91.9% | -0.7% |
| YTD | +5.0% | +83.8% | -78.8% | -5.8% |
| 1Y | +49.8% | +71.5% | -21.8% | +35.6% |
| 3Y | +95.5% | +172.2% | -76.7% | +64.5% |
| 5Y | +390.7% | +332.2% | +58.5% | +285.5% |
| All | +390.7% | +327.4% | +63.2% | +285.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling