+1,383.2%
PFE vs SNPS
+5,427.6%
-4,044.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.1% | -0.6% |
| 7D | +1.8% | -11.0% | +12.8% | +3.1% |
| 30D | +10.2% | -1.7% | +12.0% | +10.2% |
| 3M | +12.7% | -20.4% | +33.0% | +15.3% |
| 6M | +10.5% | -8.6% | +19.2% | +11.0% |
| YTD | +20.2% | -16.2% | +36.3% | +21.6% |
| 1Y | +24.1% | -34.6% | +58.6% | +27.3% |
| 3Y | -3.6% | -14.5% | +10.9% | -5.8% |
| 5Y | -20.9% | +17.0% | -37.9% | -26.8% |
| 10Y | +35.8% | +560.0% | -524.2% | +0.5% |
| All | +1,383.2% | +5,427.6% | -4,044.4% | +744.7% |
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