-4.0%
PFE vs BBIO
+148.5%
-152.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -4.3% | -0.5% | -3.7% | -4.3% |
| 30D | +2.7% | -10.1% | +12.8% | +3.1% |
| 3M | +10.0% | +12.4% | -2.4% | +9.5% |
| 6M | +7.2% | +15.9% | -8.7% | +6.5% |
| YTD | +17.3% | -0.5% | +17.9% | +17.1% |
| 1Y | +20.3% | +42.2% | -21.9% | +18.5% |
| 3Y | -1.6% | +167.8% | -169.4% | -5.6% |
| 5Y | -21.4% | +49.6% | -70.9% | -26.6% |
| All | -4.0% | +148.5% | -152.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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