-58.4%
BSX vs PRU
+16.8%
-75.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -7.0% | -1.9% | -5.2% | -6.4% |
| 30D | -10.9% | -2.6% | -8.3% | -10.2% |
| 3M | -8.2% | +14.7% | -22.9% | -12.0% |
| 6M | -37.5% | +25.7% | -63.2% | -41.6% |
| YTD | -52.8% | +8.3% | -61.1% | -53.2% |
| 1Y | -58.4% | +17.3% | -75.7% | -59.9% |
| All | -58.4% | +16.8% | -75.2% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling