-63.7%
OUST vs BBIO
+85.2%
-148.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -1.5% |
| 7D | -1.7% | -3.9% | +2.2% | -0.6% |
| 30D | -21.9% | -13.4% | -8.6% | -19.0% |
| 3M | -8.2% | +7.6% | -15.8% | -10.0% |
| 6M | +57.5% | -2.4% | +59.9% | +58.4% |
| YTD | +62.8% | -5.2% | +68.0% | +64.8% |
| 1Y | +24.5% | +36.9% | -12.4% | +14.8% |
| 3Y | +599.0% | +155.2% | +443.8% | +446.5% |
| 5Y | -54.9% | +44.0% | -98.9% | -71.3% |
| All | -63.7% | +85.2% | -148.9% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded BBIO 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling