+2,275.7%
BDX vs RY
+11,573.6%
-9,297.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.5% | +3.1% | -5.6% | -3.4% |
| 30D | +8.3% | -0.3% | +8.6% | +8.3% |
| 3M | +24.4% | +8.7% | +15.7% | +21.2% |
| 6M | +9.2% | +28.5% | -19.4% | +1.2% |
| YTD | +22.7% | +25.1% | -2.4% | +14.6% |
| 1Y | +25.9% | +46.3% | -20.4% | +12.2% |
| 3Y | -10.5% | +154.9% | -165.4% | -32.7% |
| 5Y | +1.9% | +140.3% | -138.4% | -22.4% |
| 10Y | +58.7% | +377.0% | -318.3% | -2.4% |
| All | +2,275.7% | +11,573.6% | -9,297.9% | +476.9% |
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