-53.6%
BSX vs RIG
+43.0%
-96.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.6% | +13.0% | +4.7% |
| 7D | +8.0% | -18.8% | +26.8% | +6.5% |
| 30D | +8.1% | -1.1% | +9.2% | +7.3% |
| 3M | -6.7% | +4.4% | -11.1% | -7.1% |
| 6M | -19.4% | -20.8% | +1.4% | -20.7% |
| YTD | -51.9% | +32.0% | -83.9% | -49.7% |
| 1Y | -53.6% | +39.7% | -93.4% | -51.7% |
| All | -53.6% | +43.0% | -96.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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