+30.4%
GSK vs OSCR
+75.7%
-45.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -1.8% | +5.8% | -7.7% | -1.8% |
| 30D | -2.2% | +7.1% | -9.3% | -2.1% |
| 3M | -1.8% | +36.7% | -38.5% | -1.5% |
| 6M | -10.6% | +114.3% | -124.9% | -9.9% |
| YTD | +4.4% | +124.4% | -120.0% | +5.8% |
| 1Y | +30.4% | +75.5% | -45.0% | +30.6% |
| All | +30.4% | +75.7% | -45.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling