+15.4%
ORCL vs BAX
-18.2%
+33.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +10.4% | +0.4% | +10.0% | +10.3% |
| 30D | -11.2% | +3.4% | -14.7% | -11.5% |
| 3M | -16.8% | -4.5% | -12.3% | -16.5% |
| 6M | -31.5% | +44.0% | -75.5% | -33.0% |
| YTD | -33.9% | +34.9% | -68.8% | -35.6% |
| 1Y | -43.3% | +37.9% | -81.2% | -44.9% |
| All | +15.4% | -18.2% | +33.6% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling