+1,248.2%
PANW vs BMY
+63.7%
+1,184.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -0.8% | -4.8% | +4.0% | +0.1% |
| 30D | -14.6% | -0.1% | -14.5% | -14.6% |
| 3M | +18.3% | +13.1% | +5.2% | +15.4% |
| 6M | +100.5% | +8.4% | +92.1% | +96.6% |
| YTD | +79.5% | +22.0% | +57.5% | +71.6% |
| 1Y | +66.7% | +40.3% | +26.4% | +54.6% |
| 3Y | +161.2% | +20.5% | +140.7% | +147.4% |
| 5Y | +322.2% | +23.7% | +298.5% | +293.2% |
| All | +1,248.2% | +63.7% | +1,184.5% | +1,057.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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