+54.3%
QCOM vs PFE
-4.1%
+58.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.4% |
| 7D | +3.3% | +1.8% | +1.6% | +2.9% |
| 30D | +7.7% | +10.2% | -2.5% | +4.9% |
| 3M | -30.1% | +12.7% | -42.7% | -32.3% |
| 6M | +22.8% | +10.5% | +12.3% | +19.6% |
| YTD | +0.2% | +20.2% | -20.0% | -4.6% |
| 1Y | +7.9% | +24.1% | -16.2% | +1.6% |
| All | +54.3% | -4.1% | +58.3% | +48.3% |
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