+2,024.1%
LLY vs PFE
+47.0%
+1,977.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +1.6% | -0.7% | +2.3% | +2.0% |
| 30D | +21.5% | +5.3% | +16.1% | +18.5% |
| 3M | +16.4% | +10.1% | +6.3% | +11.1% |
| 6M | +51.5% | +18.0% | +33.5% | +39.8% |
| YTD | +33.9% | +25.8% | +8.1% | +19.8% |
| 1Y | +49.1% | +28.4% | +20.7% | +31.9% |
| 3Y | +144.6% | +20.9% | +123.7% | +116.6% |
| 5Y | +466.3% | -21.5% | +487.8% | +517.7% |
| 10Y | +2,024.1% | +46.2% | +1,977.9% | +1,325.7% |
| All | +2,024.1% | +47.0% | +1,977.2% | +1,325.7% |
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 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