-58.7%
BSX vs RIG
+80.3%
-139.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.1% |
| 7D | -8.2% | -4.2% | -4.0% | -8.2% |
| 30D | -15.8% | -0.7% | -15.1% | -15.8% |
| 3M | -10.8% | -4.0% | -6.8% | -11.1% |
| 6M | -38.4% | -6.3% | -32.1% | -38.0% |
| YTD | -54.8% | +39.7% | -94.5% | -53.6% |
| All | -58.7% | +80.3% | -139.0% | -57.8% |
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