+2.0%
QCOM vs PFE
+24.7%
-22.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +5.8% | -4.7% | +10.5% | +7.1% |
| 30D | -2.3% | +3.4% | -5.7% | -3.1% |
| 3M | +2.7% | +9.2% | -6.5% | +0.1% |
| 6M | -21.0% | +15.8% | -36.8% | -23.6% |
| YTD | +1.8% | +23.4% | -21.6% | -4.6% |
| All | +2.0% | +24.7% | -22.6% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling