+105.1%
OSCR vs BIIB
+68.6%
+36.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +8.3% |
| 7D | +15.5% | +4.3% | +11.2% | +14.8% |
| 30D | +8.5% | +13.8% | -5.3% | +7.1% |
| 3M | +15.8% | +22.1% | -6.2% | +13.5% |
| 6M | +89.5% | +35.9% | +53.6% | +84.5% |
| YTD | +144.9% | +44.6% | +100.3% | +135.7% |
| 1Y | +105.1% | +70.4% | +34.7% | +81.3% |
| All | +105.1% | +68.6% | +36.4% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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