+361.3%
ORCL vs BSX
+92.4%
+268.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +10.9% | -7.0% | +17.9% | +13.5% |
| 30D | +7.0% | -10.9% | +17.9% | +10.9% |
| 3M | -21.2% | -8.2% | -13.0% | -19.2% |
| 6M | +7.4% | -37.5% | +44.9% | +24.9% |
| YTD | -16.3% | -52.8% | +36.6% | +7.3% |
| 1Y | -32.3% | -58.4% | +26.1% | -9.6% |
| 3Y | +32.6% | -16.5% | +49.1% | +32.7% |
| 5Y | +93.1% | -1.0% | +94.1% | +78.4% |
| All | +361.3% | +92.4% | +268.9% | +240.5% |
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