+332.2%
PANW vs ISRG
+0.3%
+332.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.1% |
| 7D | +2.0% | -2.5% | +4.5% | +3.0% |
| 30D | -11.8% | -10.2% | -1.6% | -7.8% |
| 3M | +28.6% | -12.5% | +41.1% | +34.1% |
| 6M | +104.4% | -25.8% | +130.2% | +128.7% |
| YTD | +83.8% | -36.4% | +120.1% | +121.2% |
| 1Y | +71.5% | -19.9% | +91.4% | +82.5% |
| 3Y | +172.2% | +20.9% | +151.3% | +130.8% |
| 5Y | +332.2% | +5.7% | +326.5% | +272.5% |
| All | +332.2% | +0.3% | +332.0% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 5y: compounded portfolio wealth divided by compounded ISRG 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…
5y analysis · Full analysis span regression · 6 months rolling