+81.0%
BSX vs RIG
-41.2%
+122.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.1% |
| 7D | -10.1% | -3.1% | -7.0% | -9.9% |
| 30D | -16.4% | -0.5% | -15.9% | -16.4% |
| 3M | -8.9% | -6.0% | -2.9% | -8.6% |
| 6M | -38.3% | -10.1% | -28.1% | -38.0% |
| YTD | -54.9% | +37.3% | -92.2% | -56.4% |
| 1Y | -58.8% | +73.9% | -132.7% | -61.0% |
| 3Y | -21.2% | -30.2% | +8.9% | -21.7% |
| 5Y | -3.3% | +62.5% | -65.8% | -14.4% |
| All | +81.0% | -41.2% | +122.2% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling