+30.9%
OWL vs INCY
+46.0%
-15.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -10.1% | -4.2% | -6.0% | -9.2% |
| 30D | -11.9% | +0.6% | -12.5% | -12.1% |
| 3M | +10.7% | +12.6% | -1.9% | +6.9% |
| 6M | +22.1% | +28.3% | -6.2% | +13.6% |
| YTD | -24.8% | +23.0% | -47.8% | -29.4% |
| 1Y | -39.2% | +41.0% | -80.2% | -45.2% |
| 3Y | +1.7% | +88.6% | -86.8% | -17.6% |
| 5Y | -15.5% | +70.8% | -86.3% | -29.2% |
| All | +30.9% | +46.0% | -15.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling