+668.1%
OUST vs BIIB
-0.5%
+668.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.8% | +12.2% | +13.4% |
| 7D | +17.0% | -2.1% | +19.1% | +18.1% |
| 30D | -16.5% | +11.8% | -28.3% | -19.7% |
| 3M | -23.7% | +20.4% | -44.1% | -28.7% |
| 6M | +18.4% | +30.2% | -11.9% | +5.0% |
| YTD | +60.8% | +41.1% | +19.7% | +35.2% |
| 1Y | +44.2% | +58.4% | -14.2% | +13.4% |
| 3Y | +668.1% | -0.1% | +668.2% | +776.4% |
| All | +668.1% | -0.5% | +668.6% | +776.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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