-5.8%
OSCR vs BMRN
-15.3%
+9.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.6% | -1.3% | +2.9% | +2.1% |
| 30D | +10.7% | -6.5% | +17.2% | +13.7% |
| 3M | +13.4% | +18.3% | -4.9% | +4.8% |
| 6M | +144.6% | +8.9% | +135.7% | +133.1% |
| YTD | +128.0% | +10.5% | +117.5% | +114.8% |
| 1Y | +68.7% | +17.5% | +51.2% | +52.9% |
| 3Y | +398.8% | -27.7% | +426.5% | +458.7% |
| 5Y | +87.3% | -15.8% | +103.0% | +83.7% |
| All | -5.8% | -15.3% | +9.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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