-53.8%
OUST vs BIIB
-33.3%
-20.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | +5.2% | +1.1% | +4.2% | +4.8% |
| 30D | -19.3% | +6.9% | -26.1% | -21.6% |
| 3M | -22.6% | +12.4% | -35.0% | -27.9% |
| 6M | +62.8% | +16.3% | +46.5% | +49.1% |
| YTD | +68.3% | +25.5% | +42.9% | +47.3% |
| 1Y | +28.5% | +57.8% | -29.3% | -0.1% |
| 3Y | +554.0% | -17.3% | +571.4% | +588.5% |
| All | -53.8% | -33.3% | -20.5% | -53.5% |
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