+53,893.6%
ORCL vs BSX
+1,024.7%
+52,868.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.6% |
| 7D | +5.3% | +2.0% | +3.2% | +4.7% |
| 30D | +10.0% | +0.1% | +9.8% | +9.8% |
| 3M | -32.6% | -2.1% | -30.4% | -32.4% |
| 6M | +4.9% | -33.8% | +38.7% | +15.1% |
| YTD | -17.8% | -49.9% | +32.1% | -3.9% |
| 1Y | -28.0% | -55.4% | +27.5% | -13.8% |
| 3Y | +36.0% | -10.9% | +46.9% | +36.6% |
| 5Y | +88.7% | +6.4% | +82.3% | +80.3% |
| 10Y | +346.9% | +97.0% | +249.9% | +260.6% |
| All | +53,893.6% | +1,024.7% | +52,868.9% | +25,416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling