+62.2%
PANW vs AMGN
+64.6%
-2.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.4% | -0.1% |
| 7D | -11.8% | +5.9% | -17.7% | -11.1% |
| 30D | -14.4% | +18.7% | -33.2% | -12.6% |
| 3M | -5.0% | +23.4% | -28.4% | -3.0% |
| 6M | +88.6% | +49.7% | +38.8% | +94.5% |
| YTD | +88.9% | +49.2% | +39.8% | +88.6% |
| 1Y | +62.2% | +65.7% | -3.5% | +55.2% |
| All | +62.2% | +64.6% | -2.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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