+48.8%
PFE vs BSX
+106.5%
-57.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.7% | +3.7% | -5.4% | -2.5% |
| 30D | +0.3% | +3.1% | -2.8% | -0.4% |
| 3M | +9.4% | -14.2% | +23.6% | +12.9% |
| 6M | +14.9% | -16.4% | +31.3% | +18.6% |
| YTD | +23.8% | -53.5% | +77.3% | +45.3% |
| 1Y | +19.5% | -57.8% | +77.3% | +43.9% |
| 3Y | +21.0% | -17.4% | +38.5% | +19.1% |
| 5Y | -23.9% | +5.4% | -29.3% | -31.8% |
| All | +48.8% | +106.5% | -57.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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