+1,444.1%
PFE vs BSX
+1,024.7%
+419.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.6% |
| 7D | +1.8% | +2.0% | -0.3% | +1.3% |
| 30D | +10.2% | +0.1% | +10.1% | +10.1% |
| 3M | +12.7% | -2.1% | +14.8% | +12.9% |
| 6M | +10.5% | -33.8% | +44.3% | +18.5% |
| YTD | +20.2% | -49.9% | +70.0% | +35.0% |
| 1Y | +24.1% | -55.4% | +79.5% | +42.5% |
| 3Y | -3.6% | -10.9% | +7.3% | -4.1% |
| 5Y | -20.9% | +6.4% | -27.3% | -24.6% |
| 10Y | +35.8% | +97.0% | -61.2% | +12.7% |
| All | +1,444.1% | +1,024.7% | +419.4% | +750.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling