+30.9%
OWL vs NBIX
+72.1%
-41.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -10.1% | +0.4% | -10.5% | -10.2% |
| 30D | -11.9% | -0.2% | -11.8% | -12.0% |
| 3M | +10.7% | -4.0% | +14.7% | +11.2% |
| 6M | +22.1% | +20.6% | +1.5% | +15.5% |
| YTD | -24.8% | +10.1% | -35.0% | -27.5% |
| 1Y | -39.2% | +8.8% | -48.0% | -41.4% |
| 3Y | +1.7% | +42.5% | -40.7% | -11.6% |
| 5Y | -15.5% | +61.5% | -77.0% | -30.7% |
| All | +30.9% | +72.1% | -41.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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