+3,705.5%
PANW vs ISRG
+510.7%
+3,194.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +2.9% |
| 7D | -6.9% | -5.2% | -1.8% | -5.0% |
| 30D | -7.4% | -7.6% | +0.2% | -4.6% |
| 3M | +26.5% | -16.4% | +42.9% | +33.9% |
| 6M | +104.2% | -28.6% | +132.7% | +129.4% |
| YTD | +82.9% | -38.2% | +121.1% | +118.3% |
| 1Y | +70.7% | -25.5% | +96.2% | +86.6% |
| 3Y | +170.9% | +17.4% | +153.5% | +141.6% |
| 5Y | +334.1% | -3.0% | +337.1% | +305.0% |
| 10Y | +1,275.6% | +356.0% | +919.6% | +666.8% |
| All | +3,705.5% | +510.7% | +3,194.8% | +1,759.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling