+22.1%
ALNY vs OSCR
+401.8%
-379.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -6.5% | +1.6% | -8.2% | -6.6% |
| 30D | +11.0% | +10.7% | +0.4% | +10.4% |
| 3M | -14.1% | +13.4% | -27.4% | -14.8% |
| 6M | -22.4% | +144.6% | -166.9% | -26.5% |
| YTD | -37.5% | +128.0% | -165.5% | -40.7% |
| 1Y | -46.9% | +68.7% | -115.6% | -49.2% |
| 3Y | +22.1% | +398.8% | -376.7% | -0.7% |
| All | +22.1% | +401.8% | -379.8% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling