+1,457.7%
PFE vs SNPS
+6,079.8%
-4,622.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.4% |
| 7D | -0.2% | -10.2% | +9.9% | +1.0% |
| 30D | +8.7% | -12.8% | +21.5% | +10.2% |
| 3M | +15.8% | +9.9% | +5.9% | +13.9% |
| 6M | +16.8% | -12.4% | +29.2% | +17.7% |
| YTD | +26.2% | -6.3% | +32.5% | +25.7% |
| 1Y | +29.9% | +7.6% | +22.3% | +27.2% |
| 3Y | +15.9% | -9.8% | +25.7% | +12.3% |
| 5Y | -20.6% | +29.2% | -49.8% | -27.6% |
| 10Y | +65.4% | +663.8% | -598.4% | +20.0% |
| All | +1,457.7% | +6,079.8% | -4,622.1% | +773.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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