+282.6%
BSX vs PRU
+806.6%
-524.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +2.0% | +1.9% | +0.2% | +1.3% |
| 30D | +0.1% | +2.7% | -2.6% | -0.9% |
| 3M | -2.1% | +19.5% | -21.6% | -7.9% |
| 6M | -33.8% | +26.6% | -60.4% | -39.1% |
| YTD | -49.9% | +12.3% | -62.2% | -52.0% |
| 1Y | -55.4% | +18.0% | -73.5% | -58.1% |
| 3Y | -10.9% | +47.0% | -57.9% | -23.4% |
| 5Y | +6.4% | +48.4% | -42.0% | -10.2% |
| 10Y | +97.0% | +142.4% | -45.4% | +33.1% |
| All | +282.6% | +806.6% | -524.0% | +19.6% |
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