-53.6%
BSX vs RIO
+29.3%
-83.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +5.4% |
| 7D | +8.0% | -1.6% | +9.6% | +7.8% |
| 30D | +8.1% | -11.6% | +19.7% | +7.3% |
| 3M | -6.7% | -12.7% | +6.1% | -7.2% |
| 6M | -19.4% | -12.4% | -7.0% | -19.6% |
| YTD | -51.9% | +11.0% | -62.9% | -53.8% |
| 1Y | -53.6% | +30.8% | -84.5% | -58.6% |
| All | -53.6% | +29.3% | -83.0% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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