+180.4%
PBF vs BDX
+22.7%
+157.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.8% |
| 7D | +5.3% | -3.2% | +8.5% | +4.4% |
| 30D | +11.7% | -2.5% | +14.3% | +11.1% |
| 3M | +91.1% | +21.4% | +69.7% | +102.5% |
| 6M | +88.4% | +10.4% | +78.0% | +99.8% |
| YTD | +194.1% | +18.8% | +175.2% | +203.6% |
| 1Y | +180.4% | +21.7% | +158.7% | +185.1% |
| All | +180.4% | +22.7% | +157.7% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling