+62.2%
PANW vs TEVA
+106.6%
-44.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -11.8% | +4.7% | -16.5% | -11.8% |
| 30D | -14.4% | +5.5% | -20.0% | -14.5% |
| 3M | -5.0% | +21.6% | -26.5% | -5.1% |
| 6M | +88.6% | +18.4% | +70.2% | +88.6% |
| YTD | +88.9% | +34.1% | +54.9% | +86.3% |
| 1Y | +62.2% | +104.5% | -42.3% | +56.4% |
| All | +62.2% | +106.6% | -44.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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