+398.8%
OSCR vs BIIB
-16.5%
+415.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.6% | -1.7% | +3.3% | +1.8% |
| 30D | +10.7% | +4.0% | +6.7% | +10.0% |
| 3M | +13.4% | +8.6% | +4.8% | +11.7% |
| 6M | +144.6% | +14.0% | +130.6% | +138.8% |
| YTD | +128.0% | +23.4% | +104.7% | +119.2% |
| 1Y | +68.7% | +45.9% | +22.8% | +57.6% |
| 3Y | +398.8% | -16.1% | +414.9% | +415.0% |
| All | +398.8% | -16.5% | +415.3% | +415.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling