+39.1%
OWL vs BIIB
-12.5%
+51.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -3.6% |
| 7D | -3.9% | -1.6% | -2.3% | -3.5% |
| 30D | -3.7% | +2.2% | -5.9% | -4.2% |
| 3M | +21.4% | +10.3% | +11.1% | +17.7% |
| 6M | +18.3% | +14.9% | +3.4% | +13.1% |
| YTD | -20.1% | +20.7% | -40.9% | -24.9% |
| 1Y | -32.8% | +50.3% | -83.1% | -40.9% |
| 3Y | +8.6% | -18.0% | +26.5% | +10.8% |
| 5Y | -4.5% | -33.9% | +29.5% | +2.8% |
| All | +39.1% | -12.5% | +51.6% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling