+49.1%
LLY vs PFE
+27.0%
+22.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +1.6% | -0.7% | +2.3% | +2.2% |
| 30D | +21.5% | +5.3% | +16.1% | +17.3% |
| 3M | +16.4% | +10.1% | +6.3% | +9.1% |
| 6M | +51.5% | +18.0% | +33.5% | +35.0% |
| YTD | +33.9% | +25.8% | +8.1% | +15.8% |
| 1Y | +49.1% | +28.4% | +20.7% | +27.8% |
| All | +49.1% | +27.0% | +22.1% | +27.8% |
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