+47.6%
PANW vs REGN
+43.8%
+3.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.0% | -6.6% | -10.0% |
| 7D | -17.3% | +10.3% | -27.6% | -15.7% |
| 30D | -25.1% | +22.2% | -47.3% | -22.6% |
| 3M | -13.2% | +17.6% | -30.8% | -10.9% |
| 6M | +71.0% | +28.9% | +42.1% | +78.4% |
| YTD | +70.8% | +17.4% | +53.4% | +77.7% |
| 1Y | +47.6% | +40.9% | +6.7% | +65.9% |
| All | +47.6% | +43.8% | +3.8% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling