+81.0%
BSX vs RIO
+608.6%
-527.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -10.1% | -3.2% | -6.9% | -9.3% |
| 30D | -16.4% | +0.9% | -17.3% | -16.6% |
| 3M | -8.9% | -1.4% | -7.4% | -8.8% |
| 6M | -38.3% | +10.9% | -49.2% | -40.6% |
| YTD | -54.9% | +31.2% | -86.1% | -58.9% |
| 1Y | -58.8% | +67.9% | -126.7% | -65.2% |
| 3Y | -21.2% | +88.8% | -110.0% | -36.9% |
| 5Y | -3.3% | +93.1% | -96.4% | -25.5% |
| All | +81.0% | +608.6% | -527.7% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling