+30.2%
VRTX vs PBF
+120.1%
-89.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.7% | +10.1% | +3.1% |
| 7D | +3.7% | -0.9% | +4.6% | +3.6% |
| 30D | +9.0% | -13.7% | +22.8% | +8.3% |
| 3M | +14.7% | +10.6% | +4.1% | +15.1% |
| 6M | +27.7% | +61.2% | -33.4% | +31.0% |
| YTD | +21.1% | +172.7% | -151.6% | +23.4% |
| 1Y | +30.2% | +111.0% | -80.8% | +36.7% |
| All | +30.2% | +120.1% | -89.8% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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