+483.3%
LLY vs PFE
-23.9%
+507.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.7% | -1.7% | +8.4% | +7.5% |
| 30D | +19.6% | +0.3% | +19.2% | +19.5% |
| 3M | +19.7% | +9.4% | +10.3% | +15.8% |
| 6M | +42.7% | +14.9% | +27.8% | +35.4% |
| YTD | +35.1% | +23.8% | +11.3% | +24.8% |
| 1Y | +42.2% | +19.5% | +22.7% | +32.9% |
| 3Y | +140.8% | +21.0% | +119.8% | +119.5% |
| All | +483.3% | -23.9% | +507.2% | +565.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling