+10.7%
BSX vs OSCR
-9.0%
+19.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -10.1% | +1.6% | -11.7% | -10.2% |
| 30D | -16.4% | +10.7% | -27.1% | -16.9% |
| 3M | -8.9% | +13.4% | -22.2% | -9.7% |
| 6M | -38.3% | +144.6% | -182.8% | -41.4% |
| YTD | -54.9% | +128.0% | -183.0% | -57.1% |
| 1Y | -58.8% | +68.7% | -127.5% | -60.4% |
| 3Y | -21.2% | +398.8% | -420.0% | -30.9% |
| 5Y | -3.3% | +87.3% | -90.6% | -15.4% |
| All | +10.7% | -9.0% | +19.7% | -0.9% |
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