+45.7%
BMY vs OUST
+594.6%
-548.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.5% | +10.3% | +2.0% |
| 7D | +2.1% | -3.8% | +5.9% | +2.1% |
| 30D | +7.0% | +5.1% | +1.9% | +6.7% |
| 3M | -0.9% | -25.8% | +24.9% | -0.4% |
| 6M | +14.9% | -2.0% | +17.0% | +13.2% |
| YTD | +22.8% | +54.7% | -31.9% | +17.9% |
| 1Y | +36.2% | +48.8% | -12.6% | +30.8% |
| 3Y | +45.7% | +607.8% | -562.1% | +19.5% |
| All | +45.7% | +594.6% | -548.9% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling