+35.7%
BMY vs OUST
-62.4%
+98.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -1.9% |
| 7D | +0.4% | +5.2% | -4.9% | +0.3% |
| 30D | +5.0% | -19.3% | +24.3% | +5.3% |
| 3M | +19.4% | -22.6% | +42.0% | +19.3% |
| 6M | +9.5% | +62.8% | -53.2% | +7.5% |
| YTD | +28.1% | +68.3% | -40.3% | +25.5% |
| 1Y | +50.0% | +28.5% | +21.4% | +47.3% |
| 3Y | +24.1% | +554.0% | -530.0% | +16.8% |
| 5Y | +25.0% | -56.2% | +81.2% | +16.8% |
| All | +35.7% | -62.4% | +98.2% | +26.3% |
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