-28.2%
SMCI vs PFE
+10.8%
-39.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.1% | -9.2% | -11.4% |
| 7D | -0.3% | -2.1% | +1.8% | -0.5% |
| 30D | -30.9% | +3.1% | -34.0% | -30.4% |
| 3M | -28.2% | +11.2% | -39.4% | -29.7% |
| All | -28.2% | +10.8% | -39.1% | -29.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling