+1,248.2%
PANW vs NVS
+179.5%
+1,068.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -0.8% | -14.3% | +13.5% | +3.6% |
| 30D | -14.6% | -10.0% | -4.6% | -12.6% |
| 3M | +18.3% | -10.9% | +29.2% | +21.0% |
| 6M | +100.5% | -12.0% | +112.4% | +105.4% |
| YTD | +79.5% | +2.5% | +77.0% | +72.4% |
| 1Y | +66.7% | +10.7% | +56.0% | +54.8% |
| 3Y | +161.2% | +53.3% | +107.9% | +105.6% |
| 5Y | +322.2% | +93.6% | +228.6% | +189.9% |
| All | +1,248.2% | +179.5% | +1,068.7% | +629.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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