+10.2%
ORCL vs BMY
+34.7%
-24.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.6% |
| 7D | -11.2% | -0.5% | -10.6% | -11.2% |
| 30D | -18.8% | +4.1% | -22.9% | -18.3% |
| 3M | -18.8% | -2.1% | -16.6% | -18.6% |
| 6M | -39.7% | +12.2% | -51.9% | -38.7% |
| YTD | -39.6% | +20.3% | -60.0% | -38.7% |
| 1Y | -51.7% | +39.2% | -90.9% | -51.0% |
| 3Y | +10.2% | +35.6% | -25.4% | +15.5% |
| All | +10.2% | +34.7% | -24.5% | +15.5% |
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