+104.3%
BSX vs RY
+354.4%
-250.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +3.9% | +4.2% |
| 7D | +2.8% | -0.6% | +3.3% | +3.2% |
| 30D | +4.6% | +6.1% | -1.5% | +1.1% |
| 3M | -11.4% | -3.4% | -8.0% | -9.7% |
| 6M | -17.1% | +12.8% | -29.9% | -23.2% |
| YTD | -53.1% | +21.0% | -74.1% | -58.6% |
| 1Y | -55.7% | +40.5% | -96.2% | -64.5% |
| 3Y | -13.3% | +159.9% | -173.2% | -54.1% |
| 5Y | +5.3% | +125.0% | -119.7% | -39.4% |
| 10Y | +104.3% | +350.6% | -246.3% | -22.9% |
| All | +104.3% | +354.4% | -250.1% | -22.9% |
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 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