+629.2%
OUST vs BBIO
+167.2%
+461.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -4.3% |
| 7D | +4.0% | -0.5% | +4.6% | +4.3% |
| 30D | -14.0% | -10.1% | -3.8% | -9.4% |
| 3M | -5.9% | +12.4% | -18.3% | -11.8% |
| 6M | +76.4% | +15.9% | +60.4% | +61.9% |
| YTD | +67.5% | -0.5% | +68.0% | +65.4% |
| 1Y | +27.1% | +42.2% | -15.1% | +4.5% |
| All | +629.2% | +167.2% | +461.9% | +292.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling