-62.6%
OUST vs BBIO
+94.3%
-157.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.8% |
| 7D | +4.0% | -0.5% | +4.6% | +4.2% |
| 30D | -14.0% | -10.1% | -3.8% | -11.7% |
| 3M | -5.9% | +12.4% | -18.3% | -8.8% |
| 6M | +76.4% | +15.9% | +60.4% | +69.5% |
| YTD | +67.5% | -0.5% | +68.0% | +67.3% |
| 1Y | +27.1% | +42.2% | -15.1% | +16.0% |
| 3Y | +619.0% | +167.8% | +451.3% | +454.8% |
| 5Y | -54.9% | +49.6% | -104.5% | -71.5% |
| All | -62.6% | +94.3% | -157.0% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling