+167.4%
PANW vs SYK
-4.6%
+172.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | +2.0% | -12.3% | +14.3% | +5.0% |
| 30D | -11.8% | -22.4% | +10.6% | -6.5% |
| 3M | +28.6% | -12.3% | +40.9% | +30.1% |
| 6M | +104.4% | -24.3% | +128.7% | +119.3% |
| YTD | +83.8% | -22.8% | +106.5% | +94.1% |
| 1Y | +71.5% | -28.8% | +100.3% | +88.2% |
| All | +167.4% | -4.6% | +172.0% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling