+32.5%
PFE vs BDX
+58.0%
-25.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -4.0% | -5.4% | +1.4% | -1.9% |
| 30D | +3.9% | -2.2% | +6.0% | +4.7% |
| 3M | +9.9% | +20.1% | -10.2% | +1.8% |
| 6M | +5.3% | +9.1% | -3.8% | +1.1% |
| YTD | +16.8% | +17.9% | -1.1% | +8.3% |
| 1Y | +20.4% | +22.1% | -1.6% | +10.1% |
| 3Y | -2.1% | -10.5% | +8.4% | -0.2% |
| 5Y | -21.0% | -2.6% | -18.4% | -23.2% |
| All | +32.5% | +58.0% | -25.5% | +9.7% |
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