+46.2%
PFE vs IBB
+130.8%
-84.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | -0.7% | +0.8% | -1.5% | -1.1% |
| 30D | +5.3% | +5.2% | +0.2% | +2.6% |
| 3M | +10.1% | +8.6% | +1.5% | +5.4% |
| 6M | +18.0% | +27.8% | -9.8% | +4.1% |
| YTD | +25.8% | +28.8% | -3.0% | +10.2% |
| 1Y | +28.4% | +36.4% | -8.0% | +9.4% |
| 3Y | +20.9% | +89.3% | -68.4% | -12.3% |
| 5Y | -21.5% | +43.3% | -64.8% | -36.2% |
| 10Y | +46.2% | +130.6% | -84.4% | -9.4% |
| All | +46.2% | +130.8% | -84.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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