+60.3%
NBIX vs OUST
-65.5%
+125.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.5% | +7.3% | -0.8% |
| 7D | +1.7% | -3.8% | +5.5% | +1.8% |
| 30D | +23.2% | +5.1% | +18.1% | +22.7% |
| 3M | +11.0% | -25.8% | +36.8% | +11.9% |
| 6M | +3.8% | -2.0% | +5.8% | +2.2% |
| YTD | +18.0% | +54.7% | -36.7% | +13.1% |
| 1Y | +16.1% | +48.8% | -32.7% | +11.4% |
| 3Y | +51.8% | +607.8% | -556.0% | +32.2% |
| 5Y | +90.2% | -52.7% | +142.9% | +82.1% |
| All | +60.3% | -65.5% | +125.8% | +62.2% |
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