+16.2%
BSX vs OUST
-62.4%
+78.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.8% |
| 7D | +2.0% | +5.2% | -3.2% | +2.0% |
| 30D | +0.1% | -19.3% | +19.4% | +0.4% |
| 3M | -2.1% | -22.6% | +20.5% | -2.1% |
| 6M | -33.8% | +62.8% | -96.6% | -35.1% |
| YTD | -49.9% | +68.3% | -118.2% | -51.0% |
| 1Y | -55.4% | +28.5% | -84.0% | -56.3% |
| 3Y | -10.9% | +554.0% | -564.9% | -18.9% |
| 5Y | +6.4% | -56.2% | +62.6% | +1.0% |
| All | +16.2% | -62.4% | +78.6% | +10.8% |
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