-1.0%
BSX vs PBF
+817.4%
-818.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -7.0% | +1.4% | -8.4% | -7.1% |
| 30D | -10.9% | +15.8% | -26.7% | -11.4% |
| 3M | -8.2% | +90.3% | -98.4% | -10.4% |
| 6M | -37.5% | +102.8% | -140.3% | -39.3% |
| YTD | -52.8% | +187.3% | -240.2% | -55.2% |
| 1Y | -58.4% | +161.8% | -220.2% | -60.4% |
| 3Y | -16.5% | +55.5% | -72.0% | -20.4% |
| 5Y | -1.0% | +801.9% | -802.9% | -18.4% |
| All | -1.0% | +817.4% | -818.3% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling