+41.6%
SMH vs PFE
+18.8%
+22.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +4.9% | -1.7% | +6.6% | +4.7% |
| 30D | -13.8% | +0.3% | -14.2% | -13.5% |
| 3M | -17.4% | +9.4% | -26.7% | -16.4% |
| 6M | -15.0% | +14.9% | -29.9% | -12.8% |
| YTD | +35.2% | +23.8% | +11.4% | +35.9% |
| 1Y | +41.6% | +19.5% | +22.1% | +43.2% |
| All | +41.6% | +18.8% | +22.8% | +43.2% |
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 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