+93.4%
SMH vs PFE
+21.1%
+72.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.3% | -4.3% | +8.6% | +4.2% |
| 30D | +0.9% | +2.7% | -1.8% | +0.9% |
| 3M | -2.8% | +10.0% | -12.8% | -2.2% |
| 6M | +45.6% | +7.2% | +38.5% | +47.0% |
| YTD | +59.5% | +17.3% | +42.1% | +58.9% |
| 1Y | +93.4% | +20.3% | +73.1% | +92.1% |
| All | +93.4% | +21.1% | +72.3% | +92.1% |
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