+137.9%
VRTX vs OWL
+17.3%
+120.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.3% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | +11.8% | +7.3% | +4.5% | +10.9% |
| 3M | +3.2% | -16.8% | +20.1% | +5.0% |
| 6M | +21.0% | +4.0% | +17.0% | +20.0% |
| YTD | +19.7% | -29.0% | +48.7% | +22.9% |
| 1Y | +25.0% | -29.7% | +54.6% | +28.4% |
| 3Y | +45.2% | -13.5% | +58.7% | +43.1% |
| 5Y | +189.7% | -21.5% | +211.2% | +178.0% |
| All | +137.9% | +17.3% | +120.6% | +128.3% |
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