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  • PFE vs ECL✓SelectedUSD · ECLPFE vs ECL performance historyLatest closeAs of-1.25%09/04
Stock and ETF performance explorer

PFE vs ECL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,280.0%
ECL return
+13,009.7%
Excess return
-9,729.7%
Maximum drawdown
-69.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioECLExcessAlpha
1D-1.2%+0.1%-1.4%-1.3%
7D+1.8%-2.6%+4.4%+2.6%
30D+10.2%-2.2%+12.4%+11.0%
3M+12.7%+10.1%+2.6%+8.9%
6M+10.5%-5.7%+16.3%+12.3%
YTD+20.2%+7.0%+13.2%+17.0%
1Y+24.1%+2.7%+21.4%+22.2%
3Y-3.6%+57.7%-61.3%-18.6%
5Y-20.9%+31.1%-52.0%-30.5%
10Y+35.8%+150.9%-115.0%-7.9%
All+3,280.0%+13,009.7%-9,729.7%+704.4%

Cumulative growth

Daily Returns

Daily percentage return beside ECL.

Daily Out/Under-Performance

Portfolio return minus ECL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ECL 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 ECL 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