+32.7%
ORCL vs BAX
-32.5%
+65.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.0% |
| 7D | +5.3% | -1.1% | +6.4% | +5.4% |
| 30D | +10.0% | -5.5% | +15.4% | +10.5% |
| 3M | -32.6% | +33.5% | -66.1% | -33.8% |
| 6M | +4.9% | +35.9% | -30.9% | +2.5% |
| YTD | -17.8% | +35.4% | -53.1% | -20.1% |
| 1Y | -28.0% | +9.8% | -37.7% | -28.4% |
| All | +32.7% | -32.5% | +65.1% | +42.5% |
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