+34.5%
ORCL vs BSX
+4.9%
+29.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -1.9% |
| 7D | -6.5% | +2.8% | -9.3% | -7.2% |
| 30D | -16.6% | +4.6% | -21.2% | -18.0% |
| 3M | -21.6% | -11.4% | -10.2% | -19.4% |
| 6M | -39.4% | -17.1% | -22.2% | -36.8% |
| YTD | -38.7% | -53.1% | +14.5% | -22.9% |
| 1Y | -50.4% | -55.7% | +5.3% | -36.4% |
| 3Y | +8.1% | -13.3% | +21.4% | +0.2% |
| 5Y | +34.5% | +5.3% | +29.2% | +14.8% |
| All | +34.5% | +4.9% | +29.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling