+193.8%
ABBV vs OSCR
-9.5%
+203.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.6% |
| 7D | -2.0% | +1.1% | -3.1% | -2.0% |
| 30D | +2.0% | +16.5% | -14.5% | +1.8% |
| 3M | +14.2% | +17.0% | -2.8% | +13.9% |
| 6M | +14.1% | +145.0% | -130.9% | +12.7% |
| YTD | +14.2% | +126.7% | -112.5% | +12.9% |
| 1Y | +24.2% | +67.2% | -43.0% | +23.2% |
| 3Y | +89.8% | +405.1% | -315.3% | +83.0% |
| 5Y | +187.2% | +86.2% | +101.0% | +179.2% |
| All | +193.8% | -9.5% | +203.3% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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