+161.2%
PANW vs MRK
+44.4%
+116.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -0.8% | -4.3% | +3.5% | -1.0% |
| 30D | -14.6% | +8.3% | -22.8% | -14.4% |
| 3M | +18.3% | +20.0% | -1.8% | +18.6% |
| 6M | +100.5% | +25.7% | +74.8% | +100.9% |
| YTD | +79.5% | +38.7% | +40.8% | +78.3% |
| 1Y | +66.7% | +74.7% | -8.0% | +62.4% |
| 3Y | +161.2% | +45.4% | +115.9% | +168.1% |
| All | +161.2% | +44.4% | +116.8% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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