+33,471.1%
ORCL vs BDX
+5,351.6%
+28,119.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.6% |
| 7D | +5.3% | -2.5% | +7.8% | +6.2% |
| 30D | +10.0% | +8.3% | +1.7% | +7.0% |
| 3M | -32.6% | +24.4% | -57.0% | -37.8% |
| 6M | +4.9% | +9.2% | -4.2% | +1.0% |
| YTD | -17.8% | +22.7% | -40.5% | -24.4% |
| 1Y | -28.0% | +25.9% | -53.9% | -34.7% |
| 3Y | +36.0% | -10.5% | +46.5% | +35.9% |
| 5Y | +88.7% | +1.9% | +86.8% | +78.0% |
| 10Y | +346.9% | +58.7% | +288.2% | +251.6% |
| All | +33,471.1% | +5,351.6% | +28,119.5% | +4,685.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling