+216.5%
QCOM vs PFE
+61.4%
+155.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +6.1% |
| 7D | +0.4% | -3.7% | +4.1% | +1.7% |
| 30D | -6.6% | +5.0% | -11.6% | -8.3% |
| 3M | +3.7% | +12.2% | -8.5% | -0.5% |
| 6M | -13.3% | +14.6% | -27.9% | -17.7% |
| YTD | -1.8% | +24.1% | -25.9% | -9.3% |
| 1Y | -2.5% | +26.6% | -29.1% | -10.7% |
| 3Y | +47.0% | +14.3% | +32.7% | +36.6% |
| 5Y | +13.1% | -21.9% | +35.0% | +17.9% |
| All | +216.5% | +61.4% | +155.1% | +131.6% |
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