-0.7%
PFE vs BSX
-16.8%
+16.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.3% | -7.0% | +2.8% | -3.9% |
| 30D | +2.7% | -10.9% | +13.6% | +3.2% |
| 3M | +10.0% | -8.2% | +18.2% | +10.3% |
| 6M | +7.2% | -37.5% | +44.6% | +8.2% |
| YTD | +17.3% | -52.8% | +70.2% | +20.0% |
| 1Y | +20.3% | -58.4% | +78.7% | +24.9% |
| All | -0.7% | -16.8% | +16.1% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling