+49.1%
NBIX vs OUST
-62.4%
+111.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +1.0% | +5.2% | -4.2% | +0.8% |
| 30D | -3.6% | -19.3% | +15.6% | -2.9% |
| 3M | -7.0% | -22.6% | +15.6% | -6.9% |
| 6M | +16.6% | +62.8% | -46.1% | +12.2% |
| YTD | +9.7% | +68.3% | -58.6% | +5.1% |
| 1Y | +10.9% | +28.5% | -17.7% | +6.8% |
| 3Y | +40.7% | +554.0% | -513.4% | +22.8% |
| 5Y | +62.3% | -56.2% | +118.6% | +56.6% |
| All | +49.1% | -62.4% | +111.5% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling