-2.8%
BSX vs OXY
+160.1%
-162.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -10.1% | +2.8% | -12.9% | -10.3% |
| 30D | -16.4% | +5.5% | -21.9% | -16.8% |
| 3M | -8.9% | +11.3% | -20.2% | -9.7% |
| 6M | -38.3% | +11.6% | -49.9% | -39.0% |
| YTD | -54.9% | +51.6% | -106.5% | -56.7% |
| 1Y | -58.8% | +36.2% | -95.0% | -60.1% |
| 3Y | -21.2% | +1.7% | -22.9% | -22.7% |
| All | -2.8% | +160.1% | -162.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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