+28.5%
BSX vs OWL
+24.2%
+4.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -10.1% | -10.1% | 0.0% | -8.5% |
| 30D | -16.4% | -11.9% | -4.5% | -14.7% |
| 3M | -8.9% | +10.7% | -19.6% | -10.5% |
| 6M | -38.3% | +22.1% | -60.4% | -40.6% |
| YTD | -54.9% | -24.8% | -30.1% | -53.3% |
| 1Y | -58.8% | -39.2% | -19.6% | -55.9% |
| 3Y | -21.2% | +1.7% | -23.0% | -24.0% |
| 5Y | -3.3% | -15.5% | +12.2% | -7.6% |
| All | +28.5% | +24.2% | +4.3% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling