+20.5%
BMY vs OSCR
+401.8%
-381.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -4.8% | +1.6% | -6.4% | -4.8% |
| 30D | -0.1% | +10.7% | -10.8% | -0.4% |
| 3M | +13.1% | +13.4% | -0.2% | +12.6% |
| 6M | +8.4% | +144.6% | -136.1% | +5.4% |
| YTD | +22.0% | +128.0% | -106.1% | +18.7% |
| 1Y | +40.3% | +68.7% | -28.4% | +37.2% |
| 3Y | +20.5% | +398.8% | -378.3% | +7.7% |
| All | +20.5% | +401.8% | -381.3% | +7.7% |
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