+2,640.8%
BDX vs RY
+11,121.0%
-8,480.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | +17.6% | +5.9% | +11.7% | +15.6% |
| 3M | +20.4% | -4.3% | +24.6% | +21.8% |
| 6M | +48.3% | +12.1% | +36.1% | +43.0% |
| YTD | +41.6% | +20.3% | +21.3% | +33.7% |
| 1Y | +55.7% | +41.0% | +14.7% | +40.3% |
| 3Y | +10.6% | +157.5% | -146.9% | -17.0% |
| 5Y | +24.0% | +123.2% | -99.2% | -3.6% |
| 10Y | +84.8% | +365.7% | -280.9% | +14.5% |
| All | +2,640.8% | +11,121.0% | -8,480.2% | +573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling