-39.2%
OWL vs INCY
+41.2%
-80.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -10.1% | -4.2% | -6.0% | -9.6% |
| 30D | -11.9% | +0.6% | -12.5% | -12.0% |
| 3M | +10.7% | +12.6% | -1.9% | +8.4% |
| 6M | +22.1% | +28.3% | -6.2% | +15.8% |
| YTD | -24.8% | +23.0% | -47.8% | -28.2% |
| 1Y | -39.2% | +41.0% | -80.2% | -44.5% |
| All | -39.2% | +41.2% | -80.4% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling