+2,043.2%
LLY vs PFE
+61.4%
+1,981.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | 0.0% |
| 7D | -4.5% | -3.7% | -0.8% | -2.7% |
| 30D | +13.9% | +5.0% | +8.9% | +11.3% |
| 3M | +13.8% | +12.2% | +1.6% | +7.6% |
| 6M | +37.6% | +14.6% | +23.0% | +28.9% |
| YTD | +26.6% | +24.1% | +2.5% | +14.0% |
| 1Y | +45.3% | +26.6% | +18.8% | +29.5% |
| 3Y | +132.2% | +14.3% | +117.9% | +111.8% |
| 5Y | +434.7% | -21.9% | +456.6% | +483.8% |
| All | +2,043.2% | +61.4% | +1,981.8% | +1,262.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling