+7,836.4%
NVDA vs PFE
+46.7%
+7,789.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | -1.7% | -11.0% | -12.3% |
| 30D | -26.4% | +0.3% | -26.8% | -26.5% |
| 3M | -27.6% | +9.4% | -37.0% | -29.6% |
| 6M | -27.7% | +14.9% | -42.6% | -30.9% |
| YTD | -12.5% | +23.8% | -36.3% | -18.4% |
| 1Y | -12.6% | +19.5% | -32.2% | -17.9% |
| 3Y | +235.9% | +21.0% | +214.9% | +202.7% |
| 5Y | +438.2% | -23.9% | +462.1% | +480.4% |
| All | +7,836.4% | +46.7% | +7,789.8% | +6,166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling