+1,198.0%
VRTX vs PBF
+265.5%
+932.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.0% |
| 7D | -2.1% | -13.8% | +11.6% | -1.0% |
| 30D | +8.2% | -19.6% | +27.8% | +9.8% |
| 3M | +13.0% | +10.3% | +2.8% | +11.5% |
| 6M | +27.9% | +63.4% | -35.5% | +21.5% |
| YTD | +20.7% | +152.6% | -132.0% | +9.1% |
| 1Y | +31.4% | +87.4% | -55.9% | +21.9% |
| 3Y | +41.8% | +63.3% | -21.4% | +30.2% |
| 5Y | +183.7% | +412.5% | -228.8% | +122.5% |
| 10Y | +592.9% | +282.5% | +310.4% | +370.8% |
| All | +1,198.0% | +265.5% | +932.5% | +824.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling