-49.5%
ORCL vs BMY
+45.9%
-95.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -0.5% |
| 7D | -14.4% | +6.0% | -20.4% | -12.5% |
| 30D | -12.8% | +9.1% | -22.0% | -9.8% |
| 3M | -14.8% | -2.6% | -12.2% | -14.5% |
| 6M | -30.9% | +13.1% | -44.0% | -26.1% |
| YTD | -35.7% | +23.0% | -58.7% | -32.2% |
| 1Y | -49.5% | +45.6% | -95.0% | -46.9% |
| All | -49.5% | +45.9% | -95.4% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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