-1.2%
BSX vs PRU
+45.5%
-46.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.2% |
| 7D | -6.4% | +1.9% | -8.4% | -7.1% |
| 30D | -8.8% | -0.4% | -8.4% | -8.7% |
| 3M | -7.6% | +16.4% | -24.1% | -12.3% |
| 6M | -37.0% | +26.0% | -63.0% | -41.8% |
| YTD | -52.8% | +9.9% | -62.7% | -54.4% |
| 1Y | -58.4% | +18.8% | -77.2% | -60.9% |
| 3Y | -16.5% | +45.3% | -61.9% | -28.5% |
| 5Y | -1.2% | +45.6% | -46.7% | -16.1% |
| All | -1.2% | +45.5% | -46.6% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling