+1,248.2%
PANW vs BIIB
-26.2%
+1,274.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -0.8% | -1.7% | +0.9% | -0.6% |
| 30D | -14.6% | +4.0% | -18.5% | -15.1% |
| 3M | +18.3% | +8.6% | +9.7% | +16.4% |
| 6M | +100.5% | +14.0% | +86.5% | +95.5% |
| YTD | +79.5% | +23.4% | +56.1% | +72.6% |
| 1Y | +66.7% | +45.9% | +20.8% | +56.0% |
| 3Y | +161.2% | -16.1% | +177.4% | +162.2% |
| 5Y | +322.2% | -27.6% | +349.8% | +325.0% |
| All | +1,248.2% | -26.2% | +1,274.4% | +1,137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling