+34.6%
OWL vs BMRN
-22.5%
+57.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -6.4% | -3.8% | -2.6% | -5.4% |
| 30D | -5.0% | -6.5% | +1.5% | -3.4% |
| 3M | +15.4% | +11.2% | +4.2% | +12.0% |
| 6M | +15.5% | +5.8% | +9.7% | +13.2% |
| YTD | -22.7% | +8.4% | -31.0% | -24.9% |
| 1Y | -34.1% | +15.7% | -49.7% | -37.5% |
| 3Y | +5.1% | -28.6% | +33.7% | +10.7% |
| 5Y | -11.5% | -19.6% | +8.1% | -10.3% |
| All | +34.6% | -22.5% | +57.1% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling