+48.8%
PFE vs BDX
+95.1%
-46.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -1.7% | +2.9% | -4.6% | -2.9% |
| 30D | +0.3% | +15.4% | -15.1% | -5.4% |
| 3M | +9.4% | +20.5% | -11.2% | +1.2% |
| 6M | +14.9% | +53.2% | -38.3% | -3.9% |
| YTD | +23.8% | +45.7% | -21.9% | +5.0% |
| 1Y | +19.5% | +47.3% | -27.7% | +1.0% |
| 3Y | +21.0% | +25.1% | -4.0% | +7.6% |
| 5Y | -23.9% | +27.4% | -51.3% | -33.8% |
| All | +48.8% | +95.1% | -46.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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