+28.3%
BMY vs OUST
-68.5%
+96.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.4% | -1.5% |
| 7D | +2.8% | -5.0% | +7.9% | +2.9% |
| 30D | +5.9% | -32.0% | +38.0% | +6.5% |
| 3M | -0.8% | -32.4% | +31.6% | -0.3% |
| 6M | +12.1% | +6.7% | +5.4% | +10.9% |
| YTD | +21.0% | +41.0% | -20.0% | +18.7% |
| 1Y | +40.4% | +18.0% | +22.5% | +38.2% |
| 3Y | +36.3% | +560.6% | -524.3% | +28.5% |
| 5Y | +29.3% | -55.1% | +84.4% | +21.3% |
| All | +28.3% | -68.5% | +96.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling