-3.1%
BSX vs RIO
+90.3%
-93.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -3.5% |
| 7D | -8.2% | -3.4% | -4.8% | -7.7% |
| 30D | -15.8% | +0.6% | -16.4% | -15.9% |
| 3M | -10.8% | +2.5% | -13.4% | -11.3% |
| 6M | -38.4% | +10.8% | -49.2% | -39.7% |
| YTD | -54.8% | +30.5% | -85.3% | -57.4% |
| 1Y | -59.0% | +68.1% | -127.2% | -63.4% |
| 3Y | -20.0% | +94.0% | -114.0% | -31.6% |
| 5Y | -3.1% | +92.0% | -95.1% | -17.7% |
| All | -3.1% | +90.3% | -93.4% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling