+76.6%
GSK vs OSCR
-9.5%
+86.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.1% |
| 7D | -5.4% | +1.1% | -6.5% | -5.4% |
| 30D | -4.6% | +16.5% | -21.1% | -4.9% |
| 3M | -5.1% | +17.0% | -22.1% | -5.5% |
| 6M | -11.4% | +145.0% | -156.4% | -13.3% |
| YTD | +0.7% | +126.7% | -126.0% | -1.3% |
| 1Y | +23.0% | +67.2% | -44.2% | +21.1% |
| 3Y | +48.0% | +405.1% | -357.1% | +40.4% |
| 5Y | +48.2% | +86.2% | -38.0% | +42.2% |
| All | +76.6% | -9.5% | +86.1% | +69.2% |
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