+132.2%
LLY vs PFE
+13.8%
+118.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.1% |
| 7D | -4.5% | -3.7% | -0.8% | -3.0% |
| 30D | +13.9% | +5.0% | +8.9% | +11.9% |
| 3M | +13.8% | +12.2% | +1.6% | +8.9% |
| 6M | +37.6% | +14.6% | +23.0% | +30.6% |
| YTD | +26.6% | +24.1% | +2.5% | +17.1% |
| 1Y | +45.3% | +26.6% | +18.8% | +33.6% |
| 3Y | +132.2% | +14.3% | +117.9% | +109.3% |
| All | +132.2% | +13.8% | +118.4% | +109.3% |
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