+197.0%
ABBV vs OWL
+32.0%
+165.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -2.8% |
| 7D | -4.3% | -3.9% | -0.4% | -4.2% |
| 30D | +1.1% | -3.7% | +4.8% | +1.2% |
| 3M | +12.3% | +21.4% | -9.1% | +11.5% |
| 6M | +9.8% | +18.3% | -8.6% | +8.9% |
| YTD | +11.5% | -20.1% | +31.6% | +12.0% |
| 1Y | +22.3% | -32.8% | +55.0% | +23.6% |
| 3Y | +85.2% | +8.6% | +76.6% | +83.2% |
| 5Y | +170.8% | -4.5% | +175.3% | +165.5% |
| All | +197.0% | +32.0% | +165.0% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded OWL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling