-0.4%
VEEV vs OSCR
-9.0%
+8.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -4.6% | +1.6% | -6.2% | -4.8% |
| 30D | +8.6% | +10.7% | -2.0% | +7.3% |
| 3M | +62.4% | +13.4% | +49.1% | +59.5% |
| 6M | +40.3% | +144.6% | -104.3% | +25.5% |
| YTD | +17.5% | +128.0% | -110.5% | +5.7% |
| 1Y | -6.1% | +68.7% | -74.8% | -13.6% |
| 3Y | +16.7% | +398.8% | -382.1% | -14.1% |
| 5Y | -13.3% | +87.3% | -100.6% | -34.9% |
| All | -0.4% | -9.0% | +8.6% | -15.6% |
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