+3,824.7%
PANW vs ABBV
+1,136.0%
+2,688.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.8% |
| 7D | +2.0% | -4.1% | +6.1% | +3.1% |
| 30D | -13.0% | +1.2% | -14.2% | -13.4% |
| 3M | +28.6% | +12.1% | +16.5% | +23.9% |
| 6M | +103.0% | +12.0% | +90.9% | +95.0% |
| YTD | +81.9% | +12.4% | +69.5% | +74.3% |
| 1Y | +69.6% | +22.9% | +46.7% | +57.7% |
| 3Y | +169.4% | +86.8% | +82.7% | +115.7% |
| 5Y | +331.0% | +181.0% | +150.0% | +196.1% |
| 10Y | +1,292.3% | +497.0% | +795.3% | +588.5% |
| All | +3,824.7% | +1,136.0% | +2,688.6% | +1,474.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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