+607.8%
OUST vs BMRN
-31.2%
+639.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.9% | -9.5% | -8.9% |
| 7D | -3.8% | +2.1% | -5.9% | -4.5% |
| 30D | +5.1% | +3.8% | +1.3% | +3.6% |
| 3M | -25.8% | -16.5% | -9.3% | -21.1% |
| 6M | -2.0% | +6.9% | -8.9% | -7.3% |
| YTD | +54.7% | -3.7% | +58.4% | +52.1% |
| 1Y | +48.8% | +5.6% | +43.2% | +39.3% |
| 3Y | +607.8% | -31.4% | +639.2% | +670.4% |
| All | +607.8% | -31.2% | +639.0% | +670.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling