+252.3%
BSX vs PRU
+806.8%
-554.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.2% |
| 7D | -0.7% | +3.2% | -3.8% | -1.7% |
| 30D | +3.0% | +7.9% | -4.9% | +0.5% |
| 3M | -10.7% | +1.8% | -12.5% | -11.3% |
| 6M | -18.4% | +24.1% | -42.5% | -24.1% |
| YTD | -53.8% | +12.4% | -66.2% | -55.8% |
| 1Y | -56.0% | +20.9% | -76.9% | -58.9% |
| 3Y | -14.4% | +55.5% | -69.9% | -27.7% |
| 5Y | +2.9% | +42.7% | -39.8% | -11.9% |
| 10Y | +101.6% | +106.1% | -4.6% | +43.7% |
| All | +252.3% | +806.8% | -554.5% | +10.2% |
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 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