+161.2%
PANW vs REGN
-4.3%
+165.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.3% |
| 7D | -0.8% | -5.6% | +4.8% | -0.7% |
| 30D | -14.6% | -2.0% | -12.6% | -14.6% |
| 3M | +18.3% | +28.0% | -9.7% | +17.2% |
| 6M | +100.5% | +1.2% | +99.3% | +100.8% |
| YTD | +79.5% | +1.6% | +77.9% | +79.7% |
| 1Y | +66.7% | +38.2% | +28.5% | +63.0% |
| 3Y | +161.2% | -5.4% | +166.6% | +167.8% |
| All | +161.2% | -4.3% | +165.6% | +167.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling