+398.8%
OSCR vs BBIO
+154.4%
+244.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.6% | -3.2% | +4.8% | +2.1% |
| 30D | +10.7% | -13.6% | +24.3% | +13.4% |
| 3M | +13.4% | +7.2% | +6.1% | +11.3% |
| 6M | +144.6% | +1.5% | +143.1% | +142.0% |
| YTD | +128.0% | -5.3% | +133.3% | +127.3% |
| 1Y | +68.7% | +37.7% | +30.9% | +56.4% |
| 3Y | +398.8% | +153.9% | +244.9% | +270.4% |
| All | +398.8% | +154.4% | +244.3% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 3y: compounded portfolio wealth divided by compounded BBIO 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…
3y analysis · Full analysis span regression · 6 months rolling