+1,044.3%
BSX vs RIG
-43.4%
+1,087.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.1% |
| 7D | +3.7% | +5.7% | -2.0% | +3.1% |
| 30D | +3.1% | -0.7% | +3.8% | +2.8% |
| 3M | -14.2% | -3.1% | -11.1% | -14.4% |
| 6M | -16.4% | -16.3% | -0.1% | -15.5% |
| YTD | -53.5% | +34.1% | -87.6% | -55.9% |
| 1Y | -57.8% | +38.2% | -95.9% | -60.1% |
| 3Y | -17.4% | -15.3% | -2.2% | -20.5% |
| 5Y | +5.4% | +62.5% | -57.1% | -11.7% |
| 10Y | +106.2% | -46.6% | +152.8% | +59.0% |
| All | +1,044.3% | -43.4% | +1,087.6% | +771.0% |
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