-5.8%
OSCR vs NVS
+95.5%
-101.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.6% | -14.3% | +15.9% | +6.9% |
| 30D | +10.7% | -10.0% | +20.6% | +13.8% |
| 3M | +13.4% | -10.9% | +24.2% | +16.9% |
| 6M | +144.6% | -12.0% | +156.5% | +153.1% |
| YTD | +128.0% | +2.5% | +125.5% | +120.6% |
| 1Y | +68.7% | +10.7% | +58.0% | +57.3% |
| 3Y | +398.8% | +53.3% | +345.5% | +298.9% |
| 5Y | +87.3% | +93.6% | -6.3% | +31.0% |
| All | -5.8% | +95.5% | -101.3% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling