-3.1%
BSX vs RIG
+58.5%
-61.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.2% |
| 7D | -8.2% | -4.2% | -4.0% | -8.0% |
| 30D | -15.8% | -0.7% | -15.1% | -15.8% |
| 3M | -10.8% | -4.0% | -6.8% | -10.8% |
| 6M | -38.4% | -6.3% | -32.1% | -38.3% |
| YTD | -54.8% | +39.7% | -94.5% | -55.8% |
| 1Y | -59.0% | +78.1% | -137.1% | -60.6% |
| 3Y | -20.0% | -29.5% | +9.5% | -20.4% |
| 5Y | -3.1% | +65.3% | -68.4% | -14.7% |
| All | -3.1% | +58.5% | -61.6% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling