+97.9%
JNJ vs OSCR
-9.0%
+106.8%
-18.4%
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 | -3.5% | +1.6% | -5.1% | -3.5% |
| 30D | +2.3% | +10.7% | -8.4% | +2.3% |
| 3M | +12.0% | +13.4% | -1.4% | +12.0% |
| 6M | +10.5% | +144.6% | -134.1% | +10.4% |
| YTD | +30.4% | +128.0% | -97.6% | +30.3% |
| 1Y | +52.1% | +68.7% | -16.5% | +52.1% |
| 3Y | +77.8% | +398.8% | -321.0% | +76.9% |
| 5Y | +82.9% | +87.3% | -4.4% | +82.1% |
| All | +97.9% | -9.0% | +106.8% | +97.5% |
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