+1,133.5%
BSX vs RIG
-40.2%
+1,173.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.1% |
| 7D | +2.0% | +0.9% | +1.2% | +1.9% |
| 30D | +0.1% | +13.8% | -13.7% | -1.4% |
| 3M | -2.1% | -6.4% | +4.3% | -1.7% |
| 6M | -33.8% | -8.2% | -25.6% | -33.6% |
| YTD | -49.9% | +41.6% | -91.5% | -52.4% |
| 1Y | -55.4% | +88.7% | -144.2% | -59.4% |
| 3Y | -10.9% | -30.9% | +20.0% | -11.6% |
| 5Y | +6.4% | +57.7% | -51.3% | -10.3% |
| 10Y | +97.0% | -39.3% | +136.3% | +49.4% |
| All | +1,133.5% | -40.2% | +1,173.8% | +838.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling