+139.5%
LLY vs PFE
+21.9%
+117.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.4% | -3.0% | +4.3% | +2.7% |
| 30D | +21.5% | +5.2% | +16.3% | +19.2% |
| 3M | +18.5% | +12.2% | +6.2% | +13.3% |
| 6M | +49.1% | +17.8% | +31.3% | +39.9% |
| YTD | +34.4% | +26.2% | +8.2% | +23.4% |
| 1Y | +46.3% | +23.2% | +23.1% | +35.4% |
| All | +139.5% | +21.9% | +117.6% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling