-21.4%
PFE vs BSX
-1.2%
-20.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.3% | -7.0% | +2.8% | -3.6% |
| 30D | +2.7% | -10.9% | +13.6% | +3.8% |
| 3M | +10.0% | -8.2% | +18.2% | +10.8% |
| 6M | +7.2% | -37.5% | +44.6% | +11.4% |
| YTD | +17.3% | -52.8% | +70.2% | +25.7% |
| 1Y | +20.3% | -58.4% | +78.7% | +31.5% |
| 3Y | -1.6% | -16.5% | +14.9% | -4.2% |
| 5Y | -21.4% | -1.0% | -20.4% | -21.5% |
| All | -21.4% | -1.2% | -20.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling