-42.0%
RIG vs BDX
+4,004.2%
-4,046.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -8.2% | -3.6% | -4.6% | -7.3% |
| 30D | -0.2% | +0.7% | -0.9% | -0.4% |
| 3M | -2.7% | +19.0% | -21.7% | -7.6% |
| 6M | -7.5% | +10.8% | -18.2% | -10.8% |
| YTD | +38.3% | +20.1% | +18.1% | +30.3% |
| 1Y | +81.8% | +23.1% | +58.8% | +70.1% |
| 3Y | -30.2% | -8.8% | -21.4% | -30.1% |
| 5Y | +59.9% | -1.4% | +61.4% | +55.5% |
| 10Y | -41.9% | +60.5% | -102.4% | -50.8% |
| All | -42.0% | +4,004.2% | -4,046.2% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling