+1,199.9%
VRTX vs PBF
+258.1%
+941.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.1% |
| 7D | +3.2% | -15.3% | +18.5% | +4.5% |
| 30D | +7.4% | -21.8% | +29.2% | +9.3% |
| 3M | +4.6% | -0.2% | +4.8% | +4.0% |
| 6M | +27.5% | +63.6% | -36.1% | +21.0% |
| YTD | +20.9% | +147.5% | -126.7% | +9.5% |
| 1Y | +30.1% | +69.8% | -39.7% | +21.7% |
| 3Y | +46.6% | +65.3% | -18.7% | +34.3% |
| 5Y | +191.6% | +393.4% | -201.8% | +129.5% |
| 10Y | +474.5% | +240.3% | +234.2% | +301.1% |
| All | +1,199.9% | +258.1% | +941.8% | +827.2% |
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