+46.4%
BDX vs RY
+39.8%
+6.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.0% | -0.5% | +1.6% | +1.2% |
| 30D | +15.1% | +4.7% | +10.4% | +13.3% |
| 3M | +18.2% | -4.5% | +22.7% | +19.8% |
| 6M | +48.1% | +12.5% | +35.6% | +38.6% |
| YTD | +44.1% | +21.1% | +23.0% | +28.9% |
| 1Y | +46.4% | +38.6% | +7.7% | +19.1% |
| All | +46.4% | +39.8% | +6.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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