+950.2%
BSX vs OXY
+1,647.5%
-697.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -7.0% | +0.6% | -7.7% | -7.2% |
| 30D | -10.9% | +4.5% | -15.4% | -11.9% |
| 3M | -8.2% | +8.9% | -17.1% | -10.2% |
| 6M | -37.5% | +12.5% | -49.9% | -39.7% |
| YTD | -52.8% | +50.5% | -103.3% | -57.7% |
| 1Y | -58.4% | +38.6% | -97.0% | -62.1% |
| 3Y | -16.5% | -1.2% | -15.3% | -19.4% |
| 5Y | -1.0% | +161.6% | -162.6% | -29.2% |
| 10Y | +91.2% | +5.3% | +85.9% | +43.6% |
| All | +950.2% | +1,647.5% | -697.4% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling