+3,280.0%
PFE vs BDX
+5,351.6%
-2,071.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +1.8% | -2.5% | +4.3% | +2.7% |
| 30D | +10.2% | +8.3% | +2.0% | +7.1% |
| 3M | +12.7% | +24.4% | -11.7% | +3.8% |
| 6M | +10.5% | +9.2% | +1.4% | +6.5% |
| YTD | +20.2% | +22.7% | -2.6% | +10.7% |
| 1Y | +24.1% | +25.9% | -1.8% | +13.3% |
| 3Y | -3.6% | -10.5% | +6.9% | -2.0% |
| 5Y | -20.9% | +1.9% | -22.8% | -23.9% |
| 10Y | +35.8% | +58.7% | -22.9% | +8.8% |
| All | +3,280.0% | +5,351.6% | -2,071.6% | +530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling