-20.7%
PFE vs ABT
-6.8%
-13.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.8% | -3.7% | +5.4% | +2.9% |
| 30D | +10.2% | +2.5% | +7.8% | +9.4% |
| 3M | +12.7% | +20.2% | -7.5% | +6.2% |
| 6M | +10.5% | -2.9% | +13.5% | +11.5% |
| YTD | +20.2% | -11.9% | +32.1% | +24.9% |
| 1Y | +24.1% | -16.5% | +40.6% | +31.3% |
| 3Y | -3.6% | +12.1% | -15.7% | -8.5% |
| All | -20.7% | -6.8% | -13.9% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling