+30.6%
ORCL vs BAX
-63.7%
+94.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -11.2% | +12.1% | -23.3% | -12.3% |
| 30D | -18.8% | +7.6% | -26.4% | -19.5% |
| 3M | -18.8% | -4.5% | -14.3% | -18.4% |
| 6M | -39.7% | +52.0% | -91.8% | -42.3% |
| YTD | -39.6% | +35.1% | -74.8% | -42.0% |
| 1Y | -51.7% | +43.7% | -95.5% | -54.1% |
| 3Y | +10.2% | -20.9% | +31.2% | +12.1% |
| All | +30.6% | -63.7% | +94.2% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling