+2,856.4%
AVGO vs PFE
+33.5%
+2,822.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.8% | -4.3% | +3.5% | +0.3% |
| 30D | -13.7% | +2.7% | -16.4% | -14.4% |
| 3M | -6.9% | +10.0% | -16.9% | -9.4% |
| 6M | +5.8% | +7.2% | -1.4% | +3.4% |
| YTD | +5.7% | +17.3% | -11.7% | +0.7% |
| 1Y | +9.0% | +20.3% | -11.3% | +2.7% |
| 3Y | +340.5% | -1.6% | +342.1% | +333.0% |
| 5Y | +711.1% | -21.4% | +732.4% | +742.3% |
| 10Y | +2,856.4% | +35.2% | +2,821.2% | +2,498.9% |
| All | +2,856.4% | +33.5% | +2,822.9% | +2,498.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling