-32.3%
ORCL vs BSX
-58.3%
+26.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +10.9% | -7.0% | +17.9% | +10.5% |
| 30D | +7.0% | -10.9% | +17.9% | +6.5% |
| 3M | -21.2% | -8.2% | -13.0% | -21.3% |
| 6M | +7.4% | -37.5% | +44.9% | +1.9% |
| YTD | -16.3% | -52.8% | +36.6% | -27.4% |
| 1Y | -32.3% | -58.4% | +26.1% | -62.8% |
| All | -32.3% | -58.3% | +26.0% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling