+903.9%
BSX vs OKE
+13,352.1%
-12,448.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -10.1% | +1.2% | -11.3% | -10.5% |
| 30D | -16.4% | +4.5% | -20.9% | -17.6% |
| 3M | -8.9% | +9.6% | -18.5% | -11.5% |
| 6M | -38.3% | +15.4% | -53.6% | -41.1% |
| YTD | -54.9% | +36.5% | -91.4% | -59.2% |
| 1Y | -58.8% | +39.0% | -97.8% | -63.0% |
| 3Y | -21.2% | +74.3% | -95.5% | -34.7% |
| 5Y | -3.3% | +141.2% | -144.5% | -28.6% |
| 10Y | +82.8% | +262.1% | -179.3% | +5.7% |
| All | +903.9% | +13,352.1% | -12,448.2% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 all: compounded portfolio wealth divided by compounded OKE 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…
all analysis · Full analysis span regression · 6 months rolling