+27.5%
BMY vs OUST
-64.1%
+91.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -1.8% |
| 7D | -0.5% | +17.0% | -17.5% | -0.8% |
| 30D | +4.1% | -16.5% | +20.6% | +4.3% |
| 3M | -2.1% | -23.7% | +21.5% | -1.9% |
| 6M | +12.2% | +18.4% | -6.2% | +10.8% |
| YTD | +20.3% | +60.8% | -40.5% | +17.8% |
| 1Y | +39.2% | +44.2% | -5.0% | +36.5% |
| 3Y | +35.6% | +668.1% | -632.5% | +27.6% |
| 5Y | +28.6% | -48.8% | +77.4% | +20.4% |
| All | +27.5% | -64.1% | +91.7% | +18.6% |
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