-16.9%
OWL vs BMRN
-16.0%
-0.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -10.1% | -1.3% | -8.9% | -9.8% |
| 30D | -11.9% | -6.5% | -5.4% | -10.3% |
| 3M | +10.7% | +18.3% | -7.5% | +5.3% |
| 6M | +22.1% | +8.9% | +13.2% | +18.4% |
| YTD | -24.8% | +10.5% | -35.3% | -27.6% |
| 1Y | -39.2% | +17.5% | -56.7% | -42.9% |
| 3Y | +1.7% | -27.7% | +29.5% | +8.0% |
| All | -16.9% | -16.0% | -0.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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