+30.9%
QCOM vs PFE
-21.1%
+52.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 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% | -4.5% |
| 1Y | +7.9% | +24.1% | -16.2% | +1.7% |
| 3Y | +55.8% | -3.6% | +59.4% | +53.0% |
| All | +30.9% | -21.1% | +52.0% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling