+125.9%
VRTX vs OWL
+24.2%
+101.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | -5.6% | -10.1% | +4.5% | -4.6% |
| 30D | -2.0% | -11.9% | +10.0% | -0.7% |
| 3M | +15.8% | +10.7% | +5.1% | +14.3% |
| 6M | +4.7% | +22.1% | -17.4% | +2.0% |
| YTD | +13.7% | -24.8% | +38.5% | +16.2% |
| 1Y | +29.7% | -39.2% | +68.9% | +35.3% |
| 3Y | +48.4% | +1.7% | +46.7% | +43.8% |
| 5Y | +173.3% | -15.5% | +188.8% | +160.3% |
| All | +125.9% | +24.2% | +101.7% | +115.9% |
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