+205.2%
BMY vs PBF
+258.1%
-52.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.4% |
| 7D | +1.8% | -15.3% | +17.1% | +2.7% |
| 30D | +6.2% | -21.8% | +28.0% | +7.6% |
| 3M | -2.1% | -0.2% | -1.9% | -2.5% |
| 6M | +14.3% | +63.6% | -49.3% | +10.2% |
| YTD | +21.6% | +147.5% | -125.9% | +13.5% |
| 1Y | +38.8% | +69.8% | -31.0% | +32.5% |
| 3Y | +42.9% | +65.3% | -22.4% | +34.2% |
| 5Y | +30.1% | +393.4% | -363.3% | +10.1% |
| 10Y | +58.2% | +240.3% | -182.1% | +24.7% |
| All | +205.2% | +258.1% | -52.9% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling