+75.9%
PFE vs IBB
+560.8%
-484.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.8% |
| 7D | +1.8% | +1.4% | +0.3% | +1.1% |
| 30D | +10.2% | +10.5% | -0.3% | +5.2% |
| 3M | +12.7% | +23.6% | -11.0% | +2.0% |
| 6M | +10.5% | +22.6% | -12.1% | +0.2% |
| YTD | +20.2% | +25.7% | -5.5% | +7.6% |
| 1Y | +24.1% | +51.4% | -27.3% | +2.1% |
| 3Y | -3.6% | +64.4% | -67.9% | -23.9% |
| 5Y | -20.9% | +22.1% | -43.0% | -29.9% |
| 10Y | +35.8% | +132.5% | -96.6% | -12.9% |
| All | +75.9% | +560.8% | -484.9% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling