+39.1%
BKNG vs PFE
-1.6%
+40.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -13.1% | -4.3% | -8.8% | -12.2% |
| 30D | -18.5% | +2.7% | -21.2% | -19.0% |
| 3M | +5.8% | +10.0% | -4.2% | +3.6% |
| 6M | -2.1% | +7.2% | -9.3% | -3.6% |
| YTD | -18.6% | +17.3% | -36.0% | -20.9% |
| 1Y | -21.7% | +20.3% | -42.0% | -24.2% |
| All | +39.1% | -1.6% | +40.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling