-25.1%
RCL vs BDX
+27.3%
-52.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | -5.1% | -2.5% | -2.6% | -4.0% |
| 30D | -19.0% | +8.3% | -27.3% | -21.9% |
| 3M | -9.6% | +24.4% | -34.0% | -18.4% |
| 6M | -6.7% | +9.2% | -15.9% | -10.9% |
| YTD | -3.9% | +22.7% | -26.6% | -14.6% |
| 1Y | -25.1% | +25.9% | -51.0% | -34.7% |
| All | -25.1% | +27.3% | -52.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling