+0.5%
OWL vs NVS
+54.6%
-54.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -11.9% | -15.7% | +3.8% | -11.0% |
| 30D | -13.7% | -11.1% | -2.6% | -12.9% |
| 3M | +12.3% | -7.2% | +19.4% | +12.9% |
| 6M | +15.0% | -12.3% | +27.3% | +15.4% |
| YTD | -25.7% | +2.8% | -28.5% | -25.2% |
| 1Y | -39.5% | +11.9% | -51.4% | -38.9% |
| All | +0.5% | +54.6% | -54.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling