+17.7%
SYK vs OSCR
-9.5%
+27.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.1% |
| 7D | -12.3% | +1.1% | -13.4% | -12.4% |
| 30D | -22.4% | +16.5% | -38.9% | -23.3% |
| 3M | -12.3% | +17.0% | -29.3% | -13.6% |
| 6M | -24.3% | +145.0% | -169.3% | -29.4% |
| YTD | -22.8% | +126.7% | -149.5% | -27.8% |
| 1Y | -28.8% | +67.2% | -96.0% | -32.4% |
| 3Y | -4.0% | +405.1% | -409.1% | -19.9% |
| 5Y | +3.8% | +86.2% | -82.3% | -13.5% |
| All | +17.7% | -9.5% | +27.2% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling