+8.8%
NBIX vs OUST
+24.9%
-16.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | -3.0% | +3.4% | +0.4% |
| 30D | -0.2% | -23.4% | +23.2% | +0.4% |
| 3M | -4.0% | -10.8% | +6.8% | -4.9% |
| 6M | +20.6% | +42.7% | -22.2% | +15.3% |
| YTD | +10.1% | +63.3% | -53.1% | +4.0% |
| 1Y | +8.8% | +15.0% | -6.2% | +2.8% |
| All | +8.8% | +24.9% | -16.1% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling