+698.9%
BSX vs PBF
+317.1%
+381.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.2% |
| 7D | -6.4% | +2.4% | -8.8% | -6.7% |
| 30D | -8.8% | +24.9% | -33.6% | -11.0% |
| 3M | -7.6% | +81.9% | -89.5% | -14.0% |
| 6M | -37.0% | +79.4% | -116.3% | -41.7% |
| YTD | -52.8% | +188.3% | -241.1% | -58.9% |
| 1Y | -58.4% | +177.3% | -235.7% | -63.9% |
| 3Y | -16.5% | +56.0% | -72.5% | -24.6% |
| 5Y | -1.2% | +804.0% | -805.2% | -33.5% |
| 10Y | +83.7% | +334.1% | -250.4% | +15.1% |
| All | +698.9% | +317.1% | +381.9% | +371.5% |
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 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