+336.5%
ORCL vs BDX
+58.0%
+278.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.8% |
| 7D | -0.7% | -5.4% | +4.7% | +0.9% |
| 30D | +5.1% | -2.2% | +7.3% | +5.8% |
| 3M | -23.7% | +20.1% | -43.8% | -28.2% |
| 6M | +3.1% | +9.1% | -6.0% | -0.2% |
| YTD | -20.8% | +17.9% | -38.7% | -25.7% |
| 1Y | -52.9% | +22.1% | -75.0% | -56.5% |
| 3Y | +25.4% | -10.5% | +36.0% | +27.6% |
| 5Y | +82.4% | -2.6% | +85.0% | +76.0% |
| All | +336.5% | +58.0% | +278.5% | +243.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling