+9.7%
BSX vs OUST
-60.6%
+70.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | +14.0% | -15.5% | -1.7% |
| 30D | +2.9% | +2.5% | +0.4% | +2.8% |
| 3M | -11.8% | -15.3% | +3.5% | -11.7% |
| 6M | -15.4% | +42.6% | -58.1% | -16.8% |
| YTD | -52.7% | +76.6% | -129.3% | -53.8% |
| 1Y | -56.0% | +54.1% | -110.0% | -56.9% |
| 3Y | -12.5% | +675.3% | -687.7% | -20.7% |
| 5Y | +7.6% | -45.1% | +52.6% | +1.8% |
| All | +9.7% | -60.6% | +70.3% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling