-42.2%
RIG vs BDX
+59.3%
-101.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -3.1% | -3.2% | +0.1% | -2.1% |
| 30D | -0.5% | -2.5% | +2.0% | +0.2% |
| 3M | -6.0% | +21.4% | -27.4% | -12.2% |
| 6M | -10.1% | +10.4% | -20.6% | -13.7% |
| YTD | +37.3% | +18.8% | +18.5% | +28.3% |
| 1Y | +73.9% | +21.7% | +52.2% | +61.0% |
| 3Y | -30.2% | -10.0% | -20.2% | -29.0% |
| 5Y | +62.5% | -1.8% | +64.3% | +57.2% |
| All | -42.2% | +59.3% | -101.5% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling