-17.6%
BSX vs RIG
-31.2%
+13.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -7.0% | -8.2% | +1.1% | -6.9% |
| 30D | -10.9% | -0.2% | -10.7% | -10.9% |
| 3M | -8.2% | -2.7% | -5.4% | -8.2% |
| 6M | -37.5% | -7.5% | -30.0% | -37.3% |
| YTD | -52.8% | +38.3% | -91.1% | -53.3% |
| 1Y | -58.4% | +81.8% | -140.3% | -59.4% |
| All | -17.6% | -31.2% | +13.6% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling