+251.6%
ORCL vs BMY
+60.5%
+191.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +0.5% | -1.4% | +1.9% | +0.7% |
| 30D | -15.3% | +5.1% | -20.4% | -16.1% |
| 3M | -18.2% | -3.0% | -15.2% | -18.0% |
| 6M | -38.4% | +13.1% | -51.5% | -40.1% |
| YTD | -37.7% | +20.3% | -58.0% | -40.6% |
| 1Y | -49.3% | +39.0% | -88.3% | -53.3% |
| 3Y | +10.6% | +42.0% | -31.4% | -1.1% |
| 5Y | +35.5% | +28.5% | +7.0% | +23.9% |
| 10Y | +251.6% | +57.5% | +194.1% | +198.9% |
| All | +251.6% | +60.5% | +191.1% | +198.9% |
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 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