+3,634.0%
PANW vs TEVA
+3.5%
+3,630.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.4% | -2.7% |
| 7D | -0.8% | +2.0% | -2.8% | -1.1% |
| 30D | -14.6% | +1.0% | -15.5% | -14.8% |
| 3M | +18.3% | +7.3% | +11.0% | +16.4% |
| 6M | +100.5% | +21.7% | +78.8% | +92.1% |
| YTD | +79.5% | +18.8% | +60.7% | +72.4% |
| 1Y | +66.7% | +86.5% | -19.8% | +46.4% |
| 3Y | +161.2% | +269.4% | -108.2% | +95.6% |
| 5Y | +322.2% | +303.6% | +18.6% | +200.9% |
| 10Y | +1,273.8% | -22.9% | +1,296.7% | +1,163.8% |
| All | +3,634.0% | +3.5% | +3,630.5% | +3,086.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling