+22.5%
BMY vs PBF
+62.4%
-39.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.3% |
| 7D | -3.3% | +2.4% | -5.7% | -3.4% |
| 30D | 0.0% | +24.9% | -24.9% | -0.6% |
| 3M | +17.7% | +81.9% | -64.1% | +16.3% |
| 6M | +9.6% | +79.4% | -69.7% | +8.1% |
| YTD | +24.0% | +188.3% | -164.3% | +20.4% |
| 1Y | +45.1% | +177.3% | -132.1% | +40.6% |
| 3Y | +22.5% | +56.0% | -33.5% | +15.7% |
| All | +22.5% | +62.4% | -39.9% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling