+1,195.7%
VRTX vs PBF
+303.9%
+891.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | +0.8% | +4.3% | -3.5% | +0.5% |
| 30D | +12.6% | +22.0% | -9.3% | +10.7% |
| 3M | +23.6% | +74.5% | -50.9% | +17.4% |
| 6M | +14.3% | +67.7% | -53.4% | +8.2% |
| YTD | +20.5% | +179.2% | -158.7% | +8.6% |
| 1Y | +37.6% | +170.0% | -132.4% | +23.7% |
| 3Y | +55.5% | +66.4% | -10.8% | +43.2% |
| 5Y | +175.7% | +764.5% | -588.7% | +104.6% |
| 10Y | +474.2% | +358.5% | +115.7% | +280.4% |
| All | +1,195.7% | +303.9% | +891.8% | +819.6% |
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