+26.6%
REGN vs OUST
-51.9%
+78.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.2% |
| 7D | -1.6% | +12.7% | -14.4% | -1.9% |
| 30D | +3.4% | -13.6% | +17.0% | +3.7% |
| 3M | +32.7% | -8.3% | +41.0% | +32.0% |
| 6M | +6.9% | +85.0% | -78.0% | +3.9% |
| YTD | +5.4% | +73.2% | -67.9% | +2.5% |
| 1Y | +45.8% | +32.5% | +13.4% | +42.1% |
| 3Y | -1.5% | +643.8% | -645.4% | -11.6% |
| All | +26.6% | -51.9% | +78.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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