+17,561.1%
LLY vs PFE
+3,346.7%
+14,214.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.2% |
| 7D | -2.1% | +1.8% | -3.9% | -3.1% |
| 30D | -1.6% | +10.2% | -11.8% | -6.6% |
| 3M | +2.3% | +12.7% | -10.4% | -4.0% |
| 6M | +14.9% | +10.5% | +4.3% | +8.8% |
| YTD | +7.5% | +20.2% | -12.7% | -2.5% |
| 1Y | +55.7% | +24.1% | +31.6% | +38.5% |
| 3Y | +110.6% | -3.6% | +114.2% | +107.1% |
| 5Y | +363.4% | -20.9% | +384.3% | +391.8% |
| 10Y | +1,649.0% | +35.8% | +1,613.1% | +1,253.3% |
| All | +17,561.1% | +3,346.7% | +14,214.4% | +2,129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling