+76.6%
REGN vs OSCR
-9.0%
+85.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -5.6% | +1.6% | -7.2% | -5.6% |
| 30D | -2.0% | +10.7% | -12.6% | -2.3% |
| 3M | +28.0% | +13.4% | +14.6% | +27.2% |
| 6M | +1.2% | +144.6% | -143.4% | -2.4% |
| YTD | +1.6% | +128.0% | -126.4% | -1.8% |
| 1Y | +38.2% | +68.7% | -30.4% | +34.5% |
| 3Y | -5.4% | +398.8% | -404.1% | -14.1% |
| 5Y | +21.3% | +87.3% | -66.0% | +9.6% |
| All | +76.6% | -9.0% | +85.6% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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