+88.7%
RIG vs BDX
+27.3%
+61.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.8% |
| 7D | +0.9% | -2.5% | +3.4% | +0.9% |
| 30D | +13.8% | +8.3% | +5.6% | +13.7% |
| 3M | -6.4% | +24.4% | -30.8% | -6.9% |
| 6M | -8.2% | +9.2% | -17.3% | -3.5% |
| YTD | +41.6% | +22.7% | +18.9% | +42.3% |
| 1Y | +88.7% | +25.9% | +62.8% | +90.7% |
| All | +88.7% | +27.3% | +61.4% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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