+48.5%
PFE vs ABT
+222.7%
-174.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.4% |
| 7D | -2.1% | -5.6% | +3.5% | +0.1% |
| 30D | +3.1% | +5.2% | -2.1% | +1.0% |
| 3M | +11.2% | -2.7% | +13.9% | +12.1% |
| 6M | +15.0% | +28.8% | -13.8% | +3.2% |
| YTD | +23.5% | -12.3% | +35.8% | +28.8% |
| 1Y | +18.9% | -14.7% | +33.6% | +25.4% |
| 3Y | +18.7% | +21.6% | -2.8% | +6.2% |
| 5Y | -24.0% | -7.8% | -16.3% | -24.4% |
| All | +48.5% | +222.7% | -174.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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