-49.5%
ORCL vs BDX
+54.0%
-103.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -0.8% |
| 7D | -14.4% | +7.2% | -21.6% | -13.1% |
| 30D | -12.8% | +15.8% | -28.6% | -10.2% |
| 3M | -14.8% | +23.7% | -38.5% | -11.1% |
| 6M | -30.9% | +44.8% | -75.7% | -25.4% |
| YTD | -35.7% | +39.8% | -75.4% | -30.8% |
| 1Y | -49.5% | +52.3% | -101.8% | -44.0% |
| All | -49.5% | +54.0% | -103.5% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling