+91.2%
BSX vs PRU
+135.5%
-44.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -7.0% | -1.9% | -5.2% | -6.4% |
| 30D | -10.9% | -2.6% | -8.3% | -10.1% |
| 3M | -8.2% | +14.7% | -22.9% | -13.1% |
| 6M | -37.5% | +25.7% | -63.2% | -43.1% |
| YTD | -52.8% | +8.3% | -61.1% | -54.5% |
| 1Y | -58.4% | +17.3% | -75.7% | -61.2% |
| 3Y | -16.5% | +43.2% | -59.7% | -29.9% |
| 5Y | -1.0% | +43.5% | -44.5% | -18.5% |
| 10Y | +91.2% | +134.6% | -43.3% | +17.2% |
| All | +91.2% | +135.5% | -44.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling