+30.9%
OWL vs BIIB
-10.6%
+41.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -10.1% | -1.7% | -8.5% | -9.7% |
| 30D | -11.9% | +4.0% | -15.9% | -12.8% |
| 3M | +10.7% | +8.6% | +2.1% | +7.8% |
| 6M | +22.1% | +14.0% | +8.1% | +17.0% |
| YTD | -24.8% | +23.4% | -48.2% | -29.7% |
| 1Y | -39.2% | +45.9% | -85.1% | -46.0% |
| 3Y | +1.7% | -16.1% | +17.9% | +3.3% |
| 5Y | -15.5% | -27.6% | +12.1% | -11.5% |
| All | +30.9% | -10.6% | +41.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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