-62.4%
OUST vs BIIB
-23.1%
-39.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +5.2% | +1.1% | +4.2% | +5.0% |
| 30D | -19.3% | +6.9% | -26.1% | -20.7% |
| 3M | -22.6% | +12.4% | -35.0% | -25.8% |
| 6M | +62.8% | +16.3% | +46.5% | +54.5% |
| YTD | +68.3% | +25.5% | +42.9% | +55.7% |
| 1Y | +28.5% | +57.8% | -29.3% | +11.3% |
| 3Y | +554.0% | -17.3% | +571.4% | +563.4% |
| 5Y | -56.2% | -33.8% | -22.4% | -56.1% |
| All | -62.4% | -23.1% | -39.3% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling