+30.1%
BMY vs OUST
-49.4%
+79.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +1.8% | +31.9% | -30.1% | +1.2% |
| 30D | +6.2% | -4.2% | +10.4% | +6.2% |
| 3M | -2.1% | -9.3% | +7.1% | -2.2% |
| 6M | +14.3% | +51.7% | -37.4% | +12.0% |
| YTD | +21.6% | +76.6% | -55.0% | +18.4% |
| 1Y | +38.8% | +48.9% | -10.1% | +35.5% |
| 3Y | +42.9% | +675.3% | -632.3% | +32.1% |
| 5Y | +30.1% | -44.0% | +74.1% | +20.5% |
| All | +30.1% | -49.4% | +79.5% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling