+336.5%
ORCL vs BSX
+84.4%
+252.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.2% | -4.0% |
| 7D | -0.7% | -8.2% | +7.5% | +2.1% |
| 30D | +5.1% | -15.8% | +20.9% | +11.2% |
| 3M | -23.7% | -10.8% | -12.9% | -21.0% |
| 6M | +3.1% | -38.4% | +41.5% | +20.4% |
| YTD | -20.8% | -54.8% | +34.0% | +3.0% |
| 1Y | -52.9% | -59.0% | +6.2% | -36.7% |
| 3Y | +25.4% | -20.0% | +45.4% | +27.5% |
| 5Y | +82.4% | -3.1% | +85.5% | +69.7% |
| All | +336.5% | +84.4% | +252.1% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BSX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling