+3,634.0%
PANW vs NVS
+343.8%
+3,290.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -0.8% | -14.3% | +13.5% | +4.4% |
| 30D | -14.6% | -10.0% | -4.6% | -12.2% |
| 3M | +18.3% | -10.9% | +29.2% | +21.6% |
| 6M | +100.5% | -12.0% | +112.4% | +106.3% |
| YTD | +79.5% | +2.5% | +77.0% | +71.9% |
| 1Y | +66.7% | +10.7% | +56.0% | +53.8% |
| 3Y | +161.2% | +53.3% | +107.9% | +101.4% |
| 5Y | +322.2% | +93.6% | +228.6% | +182.4% |
| 10Y | +1,273.8% | +180.6% | +1,093.2% | +624.8% |
| All | +3,634.0% | +343.8% | +3,290.3% | +1,835.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling