-5.4%
REGN vs OSCR
+401.8%
-407.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.2% |
| 3M | +28.0% | +13.4% | +14.6% | +27.4% |
| 6M | +1.2% | +144.6% | -143.4% | -1.8% |
| YTD | +1.6% | +128.0% | -126.4% | -1.2% |
| 1Y | +38.2% | +68.7% | -30.4% | +35.1% |
| 3Y | -5.4% | +398.8% | -404.1% | -14.2% |
| All | -5.4% | +401.8% | -407.2% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling