+91.2%
BSX vs RY
+372.5%
-281.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -7.0% | -0.5% | -6.5% | -6.8% |
| 30D | -10.9% | -1.9% | -9.0% | -10.0% |
| 3M | -8.2% | +5.1% | -13.3% | -11.3% |
| 6M | -37.5% | +28.2% | -65.6% | -46.5% |
| YTD | -52.8% | +22.9% | -75.7% | -58.8% |
| 1Y | -58.4% | +45.5% | -103.9% | -67.4% |
| 3Y | -16.5% | +156.7% | -173.2% | -55.5% |
| 5Y | -1.0% | +137.7% | -138.7% | -45.2% |
| 10Y | +91.2% | +375.5% | -284.3% | -33.6% |
| All | +91.2% | +372.5% | -281.3% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling