+136.1%
VRTX vs OWL
+17.3%
+118.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +8.0% | +13.4% | -5.4% | +6.6% |
| 3M | +4.3% | -21.2% | +25.5% | +6.7% |
| 6M | +18.9% | +4.0% | +14.9% | +17.9% |
| YTD | +18.8% | -29.0% | +47.8% | +22.0% |
| 1Y | +24.0% | -28.4% | +52.4% | +27.1% |
| 3Y | +42.1% | -14.5% | +56.7% | +40.3% |
| 5Y | +187.6% | -21.5% | +209.0% | +175.9% |
| All | +136.1% | +17.3% | +118.8% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling