+19.5%
PFE vs BSX
-57.1%
+76.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.7% | +3.7% | -5.4% | -1.9% |
| 30D | +0.3% | +3.1% | -2.8% | +0.3% |
| 3M | +9.4% | -14.2% | +23.6% | +9.4% |
| 6M | +14.9% | -16.4% | +31.3% | +14.0% |
| YTD | +23.8% | -53.5% | +77.3% | +17.6% |
| 1Y | +19.5% | -57.8% | +77.3% | +20.1% |
| All | +19.5% | -57.1% | +76.6% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling