+1,610.3%
LLY vs PFE
+36.0%
+1,574.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.3% |
| 7D | -2.1% | +1.8% | -3.9% | -3.0% |
| 30D | -1.6% | +10.2% | -11.8% | -6.3% |
| 3M | +2.3% | +12.7% | -10.4% | -3.6% |
| 6M | +14.9% | +10.5% | +4.3% | +9.2% |
| YTD | +7.5% | +20.2% | -12.7% | -1.8% |
| 1Y | +55.7% | +24.1% | +31.6% | +39.7% |
| 3Y | +110.6% | -3.6% | +114.2% | +109.2% |
| 5Y | +363.4% | -20.9% | +384.3% | +396.4% |
| All | +1,610.3% | +36.0% | +1,574.2% | +1,105.1% |
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