-63.6%
OUST vs BBIO
+85.0%
-148.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | -3.2% | +0.2% | -2.2% |
| 30D | -23.4% | -13.6% | -9.8% | -20.5% |
| 3M | -10.8% | +7.2% | -18.0% | -12.5% |
| 6M | +42.7% | +1.5% | +41.3% | +42.3% |
| YTD | +63.3% | -5.3% | +68.6% | +65.3% |
| 1Y | +15.0% | +37.7% | -22.7% | +5.9% |
| 3Y | +610.9% | +153.9% | +457.0% | +456.4% |
| 5Y | -54.8% | +43.9% | -98.6% | -71.2% |
| All | -63.6% | +85.0% | -148.6% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling