+34.4%
BSX vs OWL
+27.7%
+6.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.5% |
| 7D | -7.0% | -6.4% | -0.7% | -6.0% |
| 30D | -10.9% | -5.0% | -5.9% | -10.2% |
| 3M | -8.2% | +15.4% | -23.6% | -10.5% |
| 6M | -37.5% | +15.5% | -53.0% | -39.3% |
| YTD | -52.8% | -22.7% | -30.2% | -51.4% |
| 1Y | -58.4% | -34.1% | -24.3% | -56.1% |
| 3Y | -16.5% | +5.1% | -21.6% | -19.9% |
| 5Y | -1.0% | -11.5% | +10.5% | -5.9% |
| All | +34.4% | +27.7% | +6.7% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling