-48.3%
OUST vs BIIB
-7.5%
-40.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -3.8% |
| 7D | +19.9% | +2.7% | +17.2% | +18.9% |
| 30D | +3.6% | +9.4% | -5.8% | -0.2% |
| 3M | -20.6% | +19.9% | -40.6% | -26.6% |
| 6M | +35.1% | +25.6% | +9.4% | +20.1% |
| YTD | +69.1% | +42.3% | +26.8% | +40.2% |
| 1Y | +49.9% | +55.1% | -5.2% | +18.9% |
| 3Y | +642.4% | +11.4% | +631.0% | +584.5% |
| 5Y | -48.3% | -7.4% | -40.9% | -47.1% |
| All | -48.3% | -7.5% | -40.8% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling