-55.4%
BSX vs OWL
-29.1%
-26.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.0% | -2.2% | +4.3% | +2.2% |
| 30D | +0.1% | +3.7% | -3.6% | -0.2% |
| 3M | -2.1% | +17.5% | -19.7% | -3.6% |
| 6M | -33.8% | +18.5% | -52.3% | -35.3% |
| YTD | -49.9% | -16.3% | -33.5% | -50.8% |
| 1Y | -55.4% | -29.7% | -25.7% | -56.5% |
| All | -55.4% | -29.1% | -26.3% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling