-61.4%
OUST vs BMRN
-19.0%
-42.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +4.1% |
| 7D | +12.7% | -0.3% | +13.0% | +12.8% |
| 30D | -13.6% | +1.3% | -14.9% | -14.5% |
| 3M | -8.3% | +14.3% | -22.6% | -15.1% |
| 6M | +85.0% | +5.7% | +79.2% | +77.3% |
| YTD | +73.2% | +8.7% | +64.5% | +63.0% |
| 1Y | +32.5% | +14.6% | +17.8% | +20.7% |
| 3Y | +643.8% | -28.3% | +672.2% | +735.4% |
| 5Y | -52.1% | -15.7% | -36.4% | -50.7% |
| All | -61.4% | -19.0% | -42.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling