+64.3%
NBIX vs OUST
-53.5%
+117.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -1.7% | +4.0% | -5.7% | -1.8% |
| 30D | -5.9% | -14.0% | +8.1% | -5.5% |
| 3M | -6.1% | -5.9% | -0.2% | -6.8% |
| 6M | +19.4% | +76.4% | -56.9% | +14.7% |
| YTD | +9.4% | +67.5% | -58.1% | +5.0% |
| 1Y | +7.6% | +27.1% | -19.5% | +3.9% |
| 3Y | +42.0% | +619.0% | -577.1% | +25.3% |
| 5Y | +64.3% | -54.9% | +119.2% | +55.4% |
| All | +64.3% | -53.5% | +117.8% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling