+33.3%
ORCL vs BDX
-9.6%
+42.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.4% |
| 7D | +15.0% | -4.3% | +19.3% | +15.0% |
| 30D | +10.5% | +1.3% | +9.3% | +10.5% |
| 3M | -23.0% | +20.2% | -43.3% | -23.0% |
| 6M | +7.0% | +8.6% | -1.6% | +7.5% |
| YTD | -15.8% | +19.0% | -34.8% | -15.9% |
| 1Y | -31.1% | +21.2% | -52.2% | -31.3% |
| 3Y | +33.3% | -9.7% | +43.0% | +43.9% |
| All | +33.3% | -9.6% | +42.9% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling