+219.1%
RCL vs BDX
-2.2%
+221.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.9% | -3.2% | +1.3% | -0.8% |
| 30D | -15.5% | -2.5% | -13.0% | -14.8% |
| 3M | -9.7% | +21.4% | -31.1% | -16.2% |
| 6M | -8.7% | +10.4% | -19.1% | -12.3% |
| YTD | -5.8% | +18.8% | -24.6% | -12.3% |
| 1Y | -24.5% | +21.7% | -46.1% | -30.3% |
| 3Y | +173.9% | -10.0% | +183.9% | +179.8% |
| All | +219.1% | -2.2% | +221.3% | +221.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling