-65.5%
OUST vs BBIO
+100.0%
-165.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.2% | -8.7% | -8.6% |
| 7D | -3.8% | +5.4% | -9.2% | -5.1% |
| 30D | +5.1% | +20.6% | -15.5% | 0.0% |
| 3M | -25.8% | -3.6% | -22.2% | -25.2% |
| 6M | -2.0% | +14.1% | -16.1% | -5.6% |
| YTD | +54.7% | +2.4% | +52.3% | +53.5% |
| 1Y | +48.8% | +20.4% | +28.4% | +41.8% |
| 3Y | +607.8% | +184.5% | +423.3% | +439.2% |
| 5Y | -52.7% | +63.5% | -116.2% | -71.0% |
| All | -65.5% | +100.0% | -165.5% | -77.3% |
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