-3.1%
BSX vs OWL
-15.5%
+12.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.2% | -3.4% |
| 7D | -8.2% | -11.9% | +3.7% | -6.0% |
| 30D | -15.8% | -13.7% | -2.1% | -13.6% |
| 3M | -10.8% | +12.3% | -23.1% | -12.9% |
| 6M | -38.4% | +15.0% | -53.4% | -40.4% |
| YTD | -54.8% | -25.7% | -29.1% | -52.8% |
| 1Y | -59.0% | -39.5% | -19.5% | -55.7% |
| 3Y | -20.0% | +0.9% | -20.9% | -24.0% |
| 5Y | -3.1% | -16.5% | +13.5% | -6.6% |
| All | -3.1% | -15.5% | +12.5% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling