-22.9%
RCL vs BDX
+21.5%
-44.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | -2.5% | -5.4% | +3.0% | -0.1% |
| 30D | -15.7% | -2.2% | -13.5% | -14.9% |
| 3M | -3.6% | +20.1% | -23.7% | -11.8% |
| 6M | -8.7% | +9.1% | -17.7% | -12.4% |
| YTD | -6.2% | +17.9% | -24.0% | -15.2% |
| 1Y | -22.9% | +22.1% | -44.9% | -31.5% |
| All | -22.9% | +21.5% | -44.4% | -31.5% |
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