+32.7%
ORCL vs BMY
+24.3%
+8.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +4.9% | +3.0% |
| 7D | +5.3% | +0.4% | +4.9% | +5.3% |
| 30D | +10.0% | +5.0% | +5.0% | +10.3% |
| 3M | -32.6% | +19.4% | -52.0% | -31.5% |
| 6M | +4.9% | +9.5% | -4.6% | +6.4% |
| YTD | -17.8% | +28.1% | -45.8% | -16.7% |
| 1Y | -28.0% | +50.0% | -78.0% | -27.1% |
| All | +32.7% | +24.3% | +8.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling