+45.4%
ORCL vs BAX
-64.3%
+109.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | +10.4% | +0.4% | +10.0% | +10.3% |
| 30D | -11.2% | +3.4% | -14.7% | -11.6% |
| 3M | -16.8% | -4.5% | -12.3% | -16.4% |
| 6M | -31.5% | +44.0% | -75.5% | -34.0% |
| YTD | -33.9% | +34.9% | -68.8% | -36.4% |
| 1Y | -43.3% | +37.9% | -81.2% | -45.6% |
| 3Y | +16.5% | -17.1% | +33.5% | +17.5% |
| 5Y | +45.4% | -64.3% | +109.7% | +74.7% |
| All | +45.4% | -64.3% | +109.7% | +74.7% |
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