-13.1%
OWL vs BIIB
-29.7%
+16.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -6.4% | -5.4% | -1.0% | -5.2% |
| 30D | -5.0% | +1.7% | -6.7% | -5.3% |
| 3M | +15.4% | +5.8% | +9.6% | +13.5% |
| 6M | +15.5% | +11.9% | +3.5% | +11.7% |
| YTD | -22.7% | +19.7% | -42.4% | -26.6% |
| 1Y | -34.1% | +46.7% | -80.8% | -40.8% |
| 3Y | +5.1% | -18.6% | +23.7% | +6.8% |
| All | -13.1% | -29.7% | +16.7% | -15.5% |
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