+32.9%
PFE vs EXEL
+380.2%
-347.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -2.7% | +1.4% | -4.0% | -2.8% |
| 30D | +3.8% | +6.7% | -2.8% | +3.0% |
| 3M | +10.4% | +11.5% | -1.1% | +8.8% |
| 6M | +6.3% | +38.8% | -32.5% | +1.6% |
| YTD | +17.4% | +31.6% | -14.2% | +12.9% |
| 1Y | +21.1% | +53.0% | -31.9% | +14.1% |
| 3Y | -1.6% | +160.8% | -162.4% | -14.8% |
| 5Y | -22.2% | +190.1% | -212.2% | -34.3% |
| 10Y | +32.9% | +367.0% | -334.1% | -1.9% |
| All | +32.9% | +380.2% | -347.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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