-64.1%
OUST vs BIIB
-13.5%
-50.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.8% | +12.2% | +13.5% |
| 7D | +17.0% | -2.1% | +19.1% | +17.9% |
| 30D | -16.5% | +11.8% | -28.3% | -18.9% |
| 3M | -23.7% | +20.4% | -44.1% | -27.4% |
| 6M | +18.4% | +30.2% | -11.9% | +9.1% |
| YTD | +60.8% | +41.1% | +19.7% | +44.2% |
| 1Y | +44.2% | +58.4% | -14.2% | +25.0% |
| 3Y | +668.1% | -0.1% | +668.2% | +642.5% |
| 5Y | -48.8% | -10.9% | -37.9% | -50.8% |
| All | -64.1% | -13.5% | -50.6% | -65.9% |
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