+184.6%
VRTX vs PBF
+407.6%
-223.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | -2.1% | -13.8% | +11.6% | -1.8% |
| 30D | +8.2% | -19.6% | +27.8% | +8.6% |
| 3M | +13.0% | +10.3% | +2.8% | +12.4% |
| 6M | +27.9% | +63.4% | -35.5% | +25.6% |
| YTD | +20.7% | +152.6% | -132.0% | +15.7% |
| 1Y | +31.4% | +87.4% | -55.9% | +27.7% |
| 3Y | +41.8% | +63.3% | -21.4% | +37.1% |
| All | +184.6% | +407.6% | -223.0% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling