-3.4%
BDX vs RY
+140.3%
-143.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | -4.3% | +2.7% | -7.0% | -5.2% |
| 30D | +1.3% | -1.0% | +2.3% | +1.6% |
| 3M | +20.2% | +7.6% | +12.6% | +16.7% |
| 6M | +8.6% | +29.5% | -20.8% | -1.8% |
| YTD | +19.0% | +24.2% | -5.2% | +9.1% |
| 1Y | +21.2% | +46.4% | -25.2% | +4.4% |
| 3Y | -9.7% | +159.4% | -169.1% | -37.5% |
| 5Y | -3.4% | +141.8% | -145.2% | -30.7% |
| All | -3.4% | +140.3% | -143.7% | -30.7% |
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