-53.8%
OUST vs BMRN
-14.7%
-39.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +5.2% | +2.9% | +2.4% | +3.9% |
| 30D | -19.3% | +11.0% | -30.3% | -23.4% |
| 3M | -22.6% | +17.8% | -40.5% | -29.5% |
| 6M | +62.8% | +10.1% | +52.7% | +53.1% |
| YTD | +68.3% | +11.9% | +56.4% | +56.1% |
| 1Y | +28.5% | +17.2% | +11.3% | +15.6% |
| 3Y | +554.0% | -28.5% | +582.5% | +647.1% |
| All | -53.8% | -14.7% | -39.1% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling