+49.6%
NBIX vs OUST
-63.6%
+113.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | -0.2% | -23.4% | +23.2% | +0.8% |
| 3M | -4.0% | -10.8% | +6.8% | -4.5% |
| 6M | +20.6% | +42.7% | -22.2% | +16.7% |
| YTD | +10.1% | +63.3% | -53.1% | +5.6% |
| 1Y | +8.8% | +15.0% | -6.2% | +5.3% |
| 3Y | +42.5% | +610.9% | -568.4% | +24.1% |
| 5Y | +61.5% | -54.8% | +116.2% | +55.4% |
| All | +49.6% | -63.6% | +113.2% | +51.4% |
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