+43,284.0%
ORCL vs BSX
+940.0%
+42,344.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | +10.4% | -1.0% | +11.4% | +10.6% |
| 30D | -11.2% | +2.1% | -13.3% | -12.1% |
| 3M | -16.8% | -14.0% | -2.7% | -14.3% |
| 6M | -31.5% | -18.3% | -13.2% | -28.9% |
| YTD | -33.9% | -53.6% | +19.7% | -21.8% |
| 1Y | -43.3% | -57.6% | +14.3% | -31.5% |
| 3Y | +16.5% | -14.3% | +30.7% | +17.3% |
| 5Y | +45.4% | +5.1% | +40.3% | +38.6% |
| 10Y | +274.0% | +105.6% | +168.4% | +197.4% |
| All | +43,284.0% | +940.0% | +42,344.0% | +20,663.0% |
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