+114.9%
PFE vs EXEL
+273.2%
-158.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.8% | +8.4% | -6.6% | +1.0% |
| 30D | +10.2% | +4.1% | +6.2% | +9.8% |
| 3M | +12.7% | +12.4% | +0.3% | +11.4% |
| 6M | +10.5% | +41.5% | -31.0% | +6.8% |
| YTD | +20.2% | +34.6% | -14.5% | +16.5% |
| 1Y | +24.1% | +57.9% | -33.8% | +18.4% |
| 3Y | -3.6% | +159.5% | -163.1% | -13.1% |
| 5Y | -20.9% | +198.5% | -219.3% | -30.2% |
| 10Y | +35.8% | +411.4% | -375.5% | +9.2% |
| All | +114.9% | +273.2% | -158.3% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling