+27.5%
BMY vs OUST
-60.2%
+87.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -0.2% |
| 7D | -1.4% | +36.7% | -38.1% | -1.9% |
| 30D | +5.1% | -3.3% | +8.4% | +5.1% |
| 3M | -3.0% | -11.1% | +8.1% | -3.0% |
| 6M | +13.1% | +53.1% | -40.0% | +11.2% |
| YTD | +20.3% | +78.2% | -57.9% | +17.6% |
| 1Y | +39.0% | +50.0% | -11.0% | +36.3% |
| 3Y | +42.0% | +836.2% | -794.2% | +33.4% |
| 5Y | +28.5% | -50.0% | +78.5% | +20.0% |
| All | +27.5% | -60.2% | +87.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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