+32.5%
PFE vs BSX
+84.4%
-51.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | +0.5% |
| 7D | -4.0% | -8.2% | +4.2% | -2.2% |
| 30D | +3.9% | -15.8% | +19.7% | +7.8% |
| 3M | +9.9% | -10.8% | +20.7% | +12.5% |
| 6M | +5.3% | -38.4% | +43.7% | +16.3% |
| YTD | +16.8% | -54.8% | +71.6% | +38.1% |
| 1Y | +20.4% | -59.0% | +79.5% | +46.1% |
| 3Y | -2.1% | -20.0% | +17.9% | -3.0% |
| 5Y | -21.0% | -3.1% | -17.9% | -27.2% |
| All | +32.5% | +84.4% | -51.9% | +0.2% |
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