+91.5%
OSCR vs NVS
+92.9%
-1.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.6% | -14.3% | +15.9% | +7.3% |
| 30D | +10.7% | -10.0% | +20.6% | +14.1% |
| 3M | +13.4% | -10.9% | +24.2% | +17.2% |
| 6M | +144.6% | -12.0% | +156.5% | +153.8% |
| YTD | +128.0% | +2.5% | +125.5% | +119.7% |
| 1Y | +68.7% | +10.7% | +58.0% | +56.1% |
| 3Y | +398.8% | +53.3% | +345.5% | +286.9% |
| All | +91.5% | +92.9% | -1.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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