Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PANW vs ROKU✓SelectedUSD · ROKUPANW vs ROKU performance historyLatest closeAs of-2.32%09/11
Stock and ETF performance explorer

PANW vs ROKU

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,310.1%
ROKU return
+880.6%
Excess return
+429.6%
Maximum drawdown
-48.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioROKUExcessAlpha
1D-2.3%+0.5%-2.8%-2.4%
7D-0.8%-0.4%-0.4%-0.7%
30D-14.6%+2.1%-16.6%-14.9%
3M+18.3%+29.5%-11.2%+13.0%
6M+100.5%+53.8%+46.7%+85.8%
YTD+79.5%+42.8%+36.7%+67.9%
1Y+66.7%+60.7%+6.0%+52.7%
3Y+161.2%+83.9%+77.3%+123.2%
5Y+322.2%-52.8%+375.0%+300.7%
All+1,310.1%+880.6%+429.6%+1,109.4%

Cumulative growth

Daily Returns

Daily percentage return beside ROKU.

Daily Out/Under-Performance

Portfolio return minus ROKU return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ROKU 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 ROKU 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