+14.3%
PFE vs ABT
+22.5%
-8.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.8% |
| 7D | -3.7% | +3.5% | -7.2% | -4.6% |
| 30D | +5.0% | +12.0% | -7.1% | +1.9% |
| 3M | +12.2% | +2.5% | +9.7% | +11.4% |
| 6M | +14.6% | +29.1% | -14.5% | +6.7% |
| YTD | +24.1% | -10.1% | +34.2% | +28.8% |
| 1Y | +26.6% | -9.8% | +36.4% | +31.2% |
| 3Y | +14.3% | +23.3% | -8.9% | +6.7% |
| All | +14.3% | +22.5% | -8.2% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling