+1,280.2%
PANW vs SYK
+173.6%
+1,106.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.8% |
| 7D | +2.0% | -12.3% | +14.3% | +7.2% |
| 30D | -11.8% | -22.4% | +10.6% | -2.7% |
| 3M | +28.6% | -12.3% | +40.9% | +33.1% |
| 6M | +104.4% | -24.3% | +128.7% | +124.6% |
| YTD | +83.8% | -22.8% | +106.5% | +99.2% |
| 1Y | +71.5% | -28.8% | +100.3% | +92.5% |
| 3Y | +172.2% | -4.0% | +176.1% | +164.5% |
| 5Y | +332.2% | +3.8% | +328.4% | +296.7% |
| All | +1,280.2% | +173.6% | +1,106.6% | +827.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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