-51.3%
OUST vs BMRN
-33.2%
-18.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.2% | +14.1% |
| 7D | +17.0% | -4.2% | +21.2% | +19.3% |
| 30D | -16.5% | +1.5% | -18.0% | -17.2% |
| 3M | -23.7% | -8.8% | -14.8% | -21.4% |
| 6M | +18.4% | +2.6% | +15.8% | +13.8% |
| YTD | +60.8% | -5.7% | +66.5% | +59.9% |
| 1Y | +44.2% | +8.1% | +36.1% | +32.4% |
| 3Y | +668.1% | -26.5% | +694.6% | +742.4% |
| All | -51.3% | -33.2% | -18.0% | -45.9% |
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