+363.4%
ORCL vs BMY
+62.5%
+300.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.5% | +2.9% |
| 7D | +15.0% | -3.3% | +18.3% | +15.6% |
| 30D | +10.5% | 0.0% | +10.6% | +10.5% |
| 3M | -23.0% | +17.7% | -40.7% | -25.3% |
| 6M | +7.0% | +9.6% | -2.6% | +4.8% |
| YTD | -15.8% | +24.0% | -39.8% | -19.9% |
| 1Y | -31.1% | +45.1% | -76.2% | -36.9% |
| 3Y | +33.3% | +22.5% | +10.8% | +25.7% |
| 5Y | +94.3% | +22.3% | +72.0% | +82.2% |
| 10Y | +363.4% | +62.0% | +301.4% | +299.1% |
| All | +363.4% | +62.5% | +300.9% | +299.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling