-2.7%
NFLX vs PFE
-21.9%
+19.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -3.0% |
| 7D | +2.1% | -3.7% | +5.8% | +2.8% |
| 30D | -9.0% | +5.0% | -14.0% | -9.7% |
| 3M | -14.0% | +12.2% | -26.1% | -15.4% |
| 6M | -28.2% | +14.6% | -42.7% | -29.7% |
| YTD | -32.4% | +24.1% | -56.5% | -34.5% |
| 1Y | -42.2% | +26.6% | -68.8% | -44.2% |
| 3Y | +45.9% | +14.3% | +31.5% | +42.0% |
| All | -2.7% | -21.9% | +19.2% | +12.0% |
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