+270.3%
ORCL vs BSX
+106.5%
+163.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +8.0% | +3.7% | +4.2% | +6.7% |
| 30D | -4.0% | +3.1% | -7.1% | -5.6% |
| 3M | -19.5% | -14.2% | -5.2% | -16.0% |
| 6M | -33.5% | -16.4% | -17.0% | -30.6% |
| YTD | -34.8% | -53.5% | +18.7% | -16.7% |
| 1Y | -41.6% | -57.8% | +16.1% | -22.7% |
| 3Y | +13.8% | -17.4% | +31.2% | +13.4% |
| 5Y | +43.4% | +5.4% | +38.0% | +28.3% |
| All | +270.3% | +106.5% | +163.7% | +164.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling