+3,280.0%
PFE vs ABT
+6,741.2%
-3,461.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +1.8% | -3.7% | +5.4% | +3.6% |
| 30D | +10.2% | +2.5% | +7.8% | +8.9% |
| 3M | +12.7% | +20.2% | -7.5% | +2.3% |
| 6M | +10.5% | -2.9% | +13.5% | +10.7% |
| YTD | +20.2% | -11.9% | +32.1% | +25.7% |
| 1Y | +24.1% | -16.5% | +40.6% | +33.0% |
| 3Y | -3.6% | +12.1% | -15.7% | -12.3% |
| 5Y | -20.9% | -7.4% | -13.5% | -22.3% |
| 10Y | +35.8% | +210.7% | -174.8% | -31.4% |
| All | +3,280.0% | +6,741.2% | -3,461.3% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling