+161.2%
PANW vs BMY
+20.6%
+140.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -0.8% | -4.8% | +4.0% | -0.8% |
| 30D | -14.6% | -0.1% | -14.5% | -14.6% |
| 3M | +18.3% | +13.1% | +5.2% | +18.3% |
| 6M | +100.5% | +8.4% | +92.1% | +100.5% |
| YTD | +79.5% | +22.0% | +57.5% | +79.0% |
| 1Y | +66.7% | +40.3% | +26.4% | +65.8% |
| 3Y | +161.2% | +20.5% | +140.7% | +174.3% |
| All | +161.2% | +20.6% | +140.6% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling