-21.0%
BSX vs RIO
+87.1%
-108.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -3.8% |
| 7D | -8.2% | -3.4% | -4.8% | -7.9% |
| 30D | -15.8% | +0.6% | -16.4% | -15.8% |
| 3M | -10.8% | +2.5% | -13.4% | -10.9% |
| 6M | -38.4% | +10.8% | -49.2% | -39.1% |
| YTD | -54.8% | +30.5% | -85.3% | -56.8% |
| 1Y | -59.0% | +68.1% | -127.2% | -62.6% |
| All | -21.0% | +87.1% | -108.1% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling