+473.4%
LLY vs PFE
-25.1%
+498.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | +4.6% | -2.1% | +6.7% | +5.5% |
| 30D | +22.4% | +3.1% | +19.2% | +21.0% |
| 3M | +17.1% | +11.2% | +6.0% | +12.5% |
| 6M | +44.6% | +15.0% | +29.6% | +37.1% |
| YTD | +33.5% | +23.5% | +9.9% | +23.4% |
| 1Y | +41.1% | +18.9% | +22.2% | +32.2% |
| 3Y | +143.8% | +18.7% | +125.0% | +123.9% |
| 5Y | +473.4% | -24.0% | +497.4% | +554.3% |
| All | +473.4% | -25.1% | +498.4% | +554.3% |
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 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