+16.7%
VEEV vs OSCR
+401.8%
-385.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -4.6% | +1.6% | -6.2% | -4.7% |
| 30D | +8.6% | +10.7% | -2.0% | +7.8% |
| 3M | +62.4% | +13.4% | +49.1% | +60.5% |
| 6M | +40.3% | +144.6% | -104.3% | +30.9% |
| YTD | +17.5% | +128.0% | -110.5% | +10.0% |
| 1Y | -6.1% | +68.7% | -74.8% | -10.6% |
| 3Y | +16.7% | +398.8% | -382.1% | -7.7% |
| All | +16.7% | +401.8% | -385.2% | -7.7% |
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