-53.6%
BSX vs OUST
+11.1%
-64.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +15.7% | -10.4% | +5.8% |
| 7D | +8.0% | -0.2% | +8.2% | +7.9% |
| 30D | +8.1% | -24.0% | +32.0% | +7.2% |
| 3M | -6.7% | -29.9% | +23.2% | -7.6% |
| 6M | -19.4% | +19.1% | -38.5% | -18.4% |
| YTD | -51.9% | +55.0% | -106.9% | -51.3% |
| 1Y | -53.6% | +21.2% | -74.8% | -53.1% |
| All | -53.6% | +11.1% | -64.7% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling