+3,634.0%
PANW vs AMGN
+595.5%
+3,038.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | -0.8% | -13.7% | +12.9% | +3.4% |
| 30D | -14.6% | -8.8% | -5.8% | -12.6% |
| 3M | +18.3% | +7.2% | +11.1% | +14.8% |
| 6M | +100.5% | +1.3% | +99.2% | +97.4% |
| YTD | +79.5% | +17.6% | +61.9% | +67.4% |
| 1Y | +66.7% | +37.2% | +29.5% | +47.1% |
| 3Y | +161.2% | +57.7% | +103.5% | +113.2% |
| 5Y | +322.2% | +106.3% | +215.9% | +203.8% |
| 10Y | +1,273.8% | +205.3% | +1,068.5% | +697.5% |
| All | +3,634.0% | +595.5% | +3,038.6% | +1,902.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling