+57.3%
LLY vs PFE
+35.1%
+22.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.3% |
| 7D | +10.1% | +4.6% | +5.5% | +6.5% |
| 30D | +24.0% | +12.3% | +11.7% | +14.4% |
| 3M | +27.3% | +21.2% | +6.1% | +11.6% |
| 6M | +47.0% | +21.1% | +25.9% | +28.4% |
| YTD | +32.6% | +30.0% | +2.5% | +11.8% |
| 1Y | +57.3% | +35.6% | +21.8% | +30.9% |
| All | +57.3% | +35.1% | +22.3% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling