+81.0%
BSX vs PBF
+374.8%
-293.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -10.1% | +5.3% | -15.4% | -10.6% |
| 30D | -16.4% | +11.7% | -28.1% | -17.4% |
| 3M | -8.9% | +91.1% | -100.0% | -15.1% |
| 6M | -38.3% | +88.4% | -126.7% | -42.8% |
| YTD | -54.9% | +194.1% | -249.0% | -60.5% |
| 1Y | -58.8% | +180.4% | -239.2% | -63.9% |
| 3Y | -21.2% | +59.3% | -80.5% | -28.5% |
| 5Y | -3.3% | +816.3% | -819.6% | -34.0% |
| All | +81.0% | +374.8% | -293.9% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling