+61.0%
BMY vs PBF
+367.4%
-306.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -6.4% | +2.3% | -8.7% | -6.5% |
| 30D | +0.2% | +11.6% | -11.3% | -0.4% |
| 3M | +16.0% | +81.7% | -65.8% | +12.1% |
| 6M | +8.3% | +96.4% | -88.1% | +3.9% |
| YTD | +22.2% | +189.5% | -167.3% | +14.4% |
| 1Y | +41.7% | +180.7% | -139.0% | +32.4% |
| 3Y | +20.7% | +56.6% | -35.9% | +14.9% |
| 5Y | +23.9% | +802.0% | -778.0% | +2.9% |
| All | +61.0% | +367.4% | -306.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PBF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling