+46.1%
ORCL vs BDX
+24.6%
+21.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.7% |
| 7D | +3.8% | +2.5% | +1.2% | +3.5% |
| 30D | -6.6% | +13.6% | -20.1% | -7.9% |
| 3M | -11.4% | +18.9% | -30.4% | -13.2% |
| 6M | -33.3% | +51.8% | -85.1% | -37.0% |
| YTD | -33.3% | +43.3% | -76.6% | -36.6% |
| 1Y | -44.9% | +48.0% | -92.9% | -48.1% |
| 3Y | +17.6% | +23.7% | -6.0% | +13.8% |
| 5Y | +46.1% | +24.9% | +21.2% | +42.5% |
| All | +46.1% | +24.6% | +21.5% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling