+39.3%
QCOM vs PFE
+15.7%
+23.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.0% | -6.5% | -8.7% |
| 7D | -15.5% | -0.2% | -15.2% | -15.4% |
| 30D | -13.4% | +8.7% | -22.1% | -15.3% |
| 3M | 0.0% | +15.8% | -15.7% | -3.8% |
| 6M | -15.2% | +16.8% | -32.0% | -18.7% |
| YTD | -6.9% | +26.2% | -33.1% | -12.6% |
| 1Y | -11.0% | +29.9% | -40.9% | -17.1% |
| All | +39.3% | +15.7% | +23.6% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling