+1,248.2%
PANW vs NVO
+143.1%
+1,105.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -0.8% | -7.6% | +6.8% | +1.1% |
| 30D | -14.6% | -6.0% | -8.6% | -13.5% |
| 3M | +18.3% | -0.8% | +19.1% | +17.4% |
| 6M | +100.5% | +16.5% | +84.0% | +90.3% |
| YTD | +79.5% | -11.1% | +90.6% | +81.1% |
| 1Y | +66.7% | -16.7% | +83.4% | +70.1% |
| 3Y | +161.2% | -52.9% | +214.2% | +197.3% |
| 5Y | +322.2% | -3.0% | +325.2% | +270.5% |
| All | +1,248.2% | +143.1% | +1,105.1% | +743.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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