+91.5%
OSCR vs BIIB
-28.1%
+119.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +1.6% | -1.7% | +3.3% | +2.1% |
| 30D | +10.7% | +4.0% | +6.7% | +9.3% |
| 3M | +13.4% | +8.6% | +4.8% | +9.9% |
| 6M | +144.6% | +14.0% | +130.6% | +132.6% |
| YTD | +128.0% | +23.4% | +104.7% | +109.7% |
| 1Y | +68.7% | +45.9% | +22.8% | +46.0% |
| 3Y | +398.8% | -16.1% | +414.9% | +423.5% |
| All | +91.5% | -28.1% | +119.6% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling