+180.9%
GILD vs OSCR
-9.0%
+189.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -4.8% | +1.6% | -6.4% | -4.9% |
| 30D | +5.8% | +10.7% | -4.9% | +5.6% |
| 3M | +14.9% | +13.4% | +1.6% | +14.6% |
| 6M | -0.4% | +144.6% | -144.9% | -1.9% |
| YTD | +18.5% | +128.0% | -109.5% | +16.7% |
| 1Y | +25.1% | +68.7% | -43.5% | +23.6% |
| 3Y | +105.9% | +398.8% | -292.9% | +96.3% |
| 5Y | +143.0% | +87.3% | +55.7% | +128.9% |
| All | +180.9% | -9.0% | +189.9% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling