+42.0%
NBIX vs OUST
+645.3%
-603.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -1.0% | +12.7% | -13.8% | -1.6% |
| 30D | -5.1% | -13.6% | +8.6% | -4.5% |
| 3M | -4.9% | -8.3% | +3.4% | -5.7% |
| 6M | +21.1% | +85.0% | -63.9% | +14.3% |
| YTD | +9.4% | +73.2% | -63.9% | +3.3% |
| 1Y | +7.9% | +32.5% | -24.6% | +2.6% |
| 3Y | +42.0% | +643.8% | -601.9% | +21.3% |
| All | +42.0% | +645.3% | -603.4% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling