+1,248.2%
PANW vs BSX
+83.9%
+1,164.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -0.8% | -10.1% | +9.3% | +3.1% |
| 30D | -14.6% | -16.4% | +1.9% | -9.0% |
| 3M | +18.3% | -8.9% | +27.2% | +21.3% |
| 6M | +100.5% | -38.3% | +138.8% | +137.5% |
| YTD | +79.5% | -54.9% | +134.4% | +141.4% |
| 1Y | +66.7% | -58.8% | +125.5% | +133.1% |
| 3Y | +161.2% | -21.2% | +182.5% | +168.2% |
| 5Y | +322.2% | -3.3% | +325.5% | +290.1% |
| All | +1,248.2% | +83.9% | +1,164.3% | +802.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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