+1,016.5%
BSX vs RIO
+4,682.9%
-3,666.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +2.0% | 0.0% | +2.1% | +2.1% |
| 30D | +0.1% | +4.0% | -3.8% | -0.8% |
| 3M | -2.1% | +0.1% | -2.3% | -2.6% |
| 6M | -33.8% | +12.7% | -46.5% | -36.2% |
| YTD | -49.9% | +35.6% | -85.4% | -54.0% |
| 1Y | -55.4% | +73.7% | -129.1% | -61.5% |
| 3Y | -10.9% | +93.3% | -104.2% | -25.8% |
| 5Y | +6.4% | +92.4% | -86.0% | -13.2% |
| 10Y | +97.0% | +606.9% | -509.9% | +15.0% |
| All | +1,016.5% | +4,682.9% | -3,666.4% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling