-2.5%
QCOM vs PFE
+27.1%
-29.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +5.9% |
| 7D | +0.4% | -3.7% | +4.1% | +1.4% |
| 30D | -6.6% | +5.0% | -11.6% | -7.7% |
| 3M | +3.7% | +12.2% | -8.5% | +0.4% |
| 6M | -13.3% | +14.6% | -27.9% | -15.6% |
| YTD | -1.8% | +24.1% | -25.9% | -8.0% |
| 1Y | -2.5% | +26.6% | -29.1% | -9.4% |
| All | -2.5% | +27.1% | -29.6% | -9.4% |
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 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