+39.1%
OWL vs INCY
+49.5%
-10.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.7% | -4.1% |
| 7D | -3.9% | -0.5% | -3.5% | -3.8% |
| 30D | -3.7% | +3.2% | -6.8% | -4.5% |
| 3M | +21.4% | +23.6% | -2.2% | +14.4% |
| 6M | +18.3% | +29.7% | -11.3% | +9.9% |
| YTD | -20.1% | +25.9% | -46.1% | -25.4% |
| 1Y | -32.8% | +43.7% | -76.5% | -39.7% |
| 3Y | +8.6% | +94.4% | -85.9% | -12.8% |
| 5Y | -4.5% | +68.0% | -72.4% | -19.7% |
| All | +39.1% | +49.5% | -10.4% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling