+161.2%
PANW vs AMGN
+59.9%
+101.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -0.8% | -13.7% | +12.9% | 0.0% |
| 30D | -14.6% | -8.8% | -5.8% | -14.3% |
| 3M | +18.3% | +7.2% | +11.1% | +17.0% |
| 6M | +100.5% | +1.3% | +99.2% | +99.8% |
| YTD | +79.5% | +17.6% | +61.9% | +74.7% |
| 1Y | +66.7% | +37.2% | +29.5% | +58.8% |
| 3Y | +161.2% | +57.7% | +103.5% | +131.3% |
| All | +161.2% | +59.9% | +101.4% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling