+3.9%
BSX vs OUST
-64.1%
+68.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +14.0% | -18.2% | -4.4% |
| 7D | +1.8% | +17.0% | -15.2% | +1.6% |
| 30D | +2.8% | -16.5% | +19.3% | +3.0% |
| 3M | -13.3% | -23.7% | +10.4% | -13.0% |
| 6M | -23.7% | +18.4% | -42.0% | -24.6% |
| YTD | -55.2% | +60.8% | -116.0% | -56.2% |
| 1Y | -56.8% | +44.2% | -101.0% | -57.8% |
| 3Y | -19.0% | +668.1% | -687.2% | -26.8% |
| 5Y | -0.9% | -48.8% | +47.9% | -6.1% |
| All | +3.9% | -64.1% | +68.0% | -1.0% |
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