+20.7%
BMY vs OWL
-0.3%
+21.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | -0.7% |
| 7D | -6.4% | -11.9% | +5.5% | -5.4% |
| 30D | +0.2% | -13.7% | +13.9% | +1.4% |
| 3M | +16.0% | +12.3% | +3.7% | +14.7% |
| 6M | +8.3% | +15.0% | -6.7% | +6.7% |
| YTD | +22.2% | -25.7% | +47.9% | +24.1% |
| 1Y | +41.7% | -39.5% | +81.2% | +46.0% |
| All | +20.7% | -0.3% | +21.1% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling