+113.3%
BSX vs RY
+351.1%
-237.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +3.7% | +0.6% | +3.1% | +3.4% |
| 30D | +3.1% | +5.0% | -1.9% | +0.3% |
| 3M | -14.2% | -5.3% | -8.9% | -11.5% |
| 6M | -16.4% | +13.8% | -30.3% | -23.0% |
| YTD | -53.5% | +21.0% | -74.4% | -59.0% |
| 1Y | -57.8% | +40.5% | -98.3% | -66.1% |
| 3Y | -17.4% | +159.7% | -177.1% | -56.3% |
| 5Y | +5.4% | +124.3% | -118.9% | -39.2% |
| All | +113.3% | +351.1% | -237.8% | -19.7% |
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 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