+242.1%
BSX vs PRU
+785.9%
-543.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.3% |
| 7D | +1.8% | +2.4% | -0.6% | +1.1% |
| 30D | +2.8% | +6.1% | -3.3% | +0.8% |
| 3M | -13.3% | -0.7% | -12.6% | -13.1% |
| 6M | -23.7% | +22.1% | -45.7% | -28.7% |
| YTD | -55.2% | +9.8% | -64.9% | -56.7% |
| 1Y | -56.8% | +19.4% | -76.2% | -59.5% |
| 3Y | -19.0% | +50.4% | -69.4% | -30.9% |
| 5Y | -0.9% | +37.2% | -38.1% | -14.0% |
| 10Y | +98.3% | +119.5% | -21.2% | +38.5% |
| All | +242.1% | +785.9% | -543.8% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling