+3,449.8%
PFE vs BDX
+6,267.7%
-2,817.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -3.0% | +2.5% | -5.5% | -3.9% |
| 30D | +5.2% | +13.6% | -8.4% | +0.4% |
| 3M | +12.2% | +18.9% | -6.7% | +5.2% |
| 6M | +17.8% | +51.8% | -34.0% | +0.7% |
| YTD | +26.2% | +43.3% | -17.1% | +9.7% |
| 1Y | +23.2% | +48.0% | -24.8% | +5.8% |
| 3Y | +21.3% | +23.7% | -2.4% | +9.7% |
| 5Y | -23.1% | +24.9% | -48.0% | -31.4% |
| 10Y | +50.7% | +92.2% | -41.5% | +12.6% |
| All | +3,449.8% | +6,267.7% | -2,817.9% | +524.7% |
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 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