+42.1%
SMH vs PFE
+9.9%
+32.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +2.2% |
| 7D | +2.5% | +1.8% | +0.8% | +3.1% |
| 30D | -0.5% | +10.2% | -10.7% | +2.9% |
| 3M | -9.6% | +12.7% | -22.3% | -4.1% |
| 6M | +42.1% | +10.5% | +31.5% | +50.1% |
| All | +42.1% | +9.9% | +32.2% | +50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling