+32.5%
OUST vs BMRN
+12.4%
+20.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.5% |
| 7D | +12.7% | -0.3% | +13.0% | +12.8% |
| 30D | -13.6% | +1.3% | -14.9% | -14.0% |
| 3M | -8.3% | +14.3% | -22.6% | -12.8% |
| 6M | +85.0% | +5.7% | +79.2% | +76.9% |
| YTD | +73.2% | +8.7% | +64.5% | +63.2% |
| 1Y | +32.5% | +14.6% | +17.8% | +29.4% |
| All | +32.5% | +12.4% | +20.1% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling