-5.8%
OSCR vs NBIX
+54.7%
-60.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +10.7% | -0.2% | +10.8% | +10.6% |
| 3M | +13.4% | -4.0% | +17.3% | +14.7% |
| 6M | +144.6% | +20.6% | +124.0% | +127.0% |
| YTD | +128.0% | +10.1% | +117.9% | +117.4% |
| 1Y | +68.7% | +8.8% | +59.9% | +61.2% |
| 3Y | +398.8% | +42.5% | +356.3% | +286.3% |
| 5Y | +87.3% | +61.5% | +25.8% | +27.6% |
| All | -5.8% | +54.7% | -60.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 10y: compounded portfolio wealth divided by compounded NBIX 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…
10y analysis · Full analysis span regression · 6 months rolling