+23.2%
BDX vs RY
+122.0%
-98.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | +17.6% | +5.9% | +11.7% | +15.1% |
| 3M | +20.4% | -4.3% | +24.6% | +22.2% |
| 6M | +48.3% | +12.1% | +36.1% | +41.3% |
| YTD | +41.6% | +20.3% | +21.3% | +31.1% |
| 1Y | +55.7% | +41.0% | +14.7% | +35.6% |
| 3Y | +10.6% | +157.5% | -146.9% | -24.0% |
| All | +23.2% | +122.0% | -98.8% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling