-21.6%
OWL vs BIIB
-7.5%
-14.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +1.5% | +2.0% | -0.5% | +1.1% |
| 30D | +13.4% | +8.8% | +4.6% | +11.4% |
| 3M | -21.2% | +20.3% | -41.5% | -24.4% |
| 6M | +4.0% | +23.9% | -19.9% | -1.4% |
| YTD | -29.0% | +44.0% | -73.0% | -35.4% |
| 1Y | -28.4% | +53.8% | -82.3% | -36.0% |
| 3Y | -14.5% | +13.8% | -28.4% | -19.9% |
| All | -21.6% | -7.5% | -14.1% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling