+592.1%
JPM vs PFE
+33.5%
+558.6%
-43.6%
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 | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | -0.4% | -4.3% | +3.8% | +1.2% |
| 30D | -1.4% | +2.7% | -4.1% | -2.5% |
| 3M | +13.9% | +10.0% | +4.0% | +9.7% |
| 6M | +23.5% | +7.2% | +16.4% | +19.9% |
| YTD | +11.6% | +17.3% | -5.7% | +4.4% |
| 1Y | +21.4% | +20.3% | +1.1% | +11.8% |
| 3Y | +163.4% | -1.6% | +165.1% | +158.4% |
| 5Y | +152.5% | -21.4% | +173.9% | +160.6% |
| 10Y | +592.1% | +35.2% | +556.9% | +381.0% |
| All | +592.1% | +33.5% | +558.6% | +381.0% |
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