-5.8%
OSCR vs BIIB
-18.9%
+13.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.6% | -1.7% | +3.3% | +2.1% |
| 30D | +10.7% | +4.0% | +6.7% | +9.4% |
| 3M | +13.4% | +8.6% | +4.8% | +10.2% |
| 6M | +144.6% | +14.0% | +130.6% | +133.4% |
| YTD | +128.0% | +23.4% | +104.7% | +111.1% |
| 1Y | +68.7% | +45.9% | +22.8% | +47.8% |
| 3Y | +398.8% | -16.1% | +414.9% | +414.8% |
| 5Y | +87.3% | -27.6% | +114.8% | +92.7% |
| All | -5.8% | -18.9% | +13.1% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling