+230.9%
QCOM vs PFE
+45.6%
+185.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +5.8% | -4.7% | +10.5% | +7.6% |
| 30D | -2.3% | +3.4% | -5.7% | -3.5% |
| 3M | +2.7% | +9.2% | -6.5% | -0.6% |
| 6M | -21.0% | +15.8% | -36.8% | -25.3% |
| YTD | +1.8% | +23.4% | -21.6% | -5.9% |
| 1Y | +2.4% | +25.8% | -23.4% | -6.1% |
| 3Y | +52.1% | +17.8% | +34.3% | +39.6% |
| 5Y | +14.6% | -20.2% | +34.8% | +18.3% |
| 10Y | +230.9% | +49.6% | +181.3% | +133.4% |
| All | +230.9% | +45.6% | +185.3% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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