+173.5%
RCL vs BDX
-9.0%
+182.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -2.2% | -3.6% | +1.4% | -1.1% |
| 30D | -15.7% | +0.7% | -16.3% | -15.9% |
| 3M | -8.0% | +19.0% | -26.9% | -13.1% |
| 6M | -10.1% | +10.8% | -20.9% | -13.3% |
| YTD | -5.9% | +20.1% | -26.0% | -11.7% |
| 1Y | -23.5% | +23.1% | -46.6% | -28.7% |
| All | +173.5% | -9.0% | +182.5% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling