-16.5%
OWL vs INCY
+69.5%
-86.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.4% |
| 7D | -11.9% | -3.7% | -8.2% | -11.1% |
| 30D | -13.7% | +1.8% | -15.5% | -14.2% |
| 3M | +12.3% | +17.0% | -4.7% | +7.2% |
| 6M | +15.0% | +28.4% | -13.4% | +6.9% |
| YTD | -25.7% | +24.8% | -50.5% | -30.6% |
| 1Y | -39.5% | +42.9% | -82.4% | -45.8% |
| 3Y | +0.9% | +92.7% | -91.8% | -19.3% |
| 5Y | -16.5% | +73.3% | -89.9% | -30.3% |
| All | -16.5% | +69.5% | -86.1% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling