+346.9%
ORCL vs BAX
-34.3%
+381.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.8% |
| 7D | +5.3% | -1.1% | +6.4% | +5.6% |
| 30D | +10.0% | -5.5% | +15.4% | +11.5% |
| 3M | -32.6% | +33.5% | -66.1% | -37.4% |
| 6M | +4.9% | +35.9% | -30.9% | -3.5% |
| YTD | -17.8% | +35.4% | -53.1% | -25.3% |
| 1Y | -28.0% | +9.8% | -37.7% | -31.1% |
| 3Y | +36.0% | -32.7% | +68.7% | +46.5% |
| 5Y | +88.7% | -65.6% | +154.3% | +166.0% |
| All | +346.9% | -34.3% | +381.2% | +387.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling