+176.4%
VRTX vs OWL
-3.7%
+180.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.4% | -2.7% |
| 7D | -3.4% | -3.9% | +0.5% | -3.0% |
| 30D | +6.6% | -3.7% | +10.3% | +7.0% |
| 3M | +19.4% | +21.4% | -2.0% | +16.6% |
| 6M | +15.8% | +18.3% | -2.5% | +13.0% |
| YTD | +16.7% | -20.1% | +36.8% | +18.7% |
| 1Y | +33.8% | -32.8% | +66.6% | +38.6% |
| 3Y | +54.2% | +8.6% | +45.6% | +46.9% |
| 5Y | +176.4% | -4.5% | +180.8% | +150.0% |
| All | +176.4% | -3.7% | +180.1% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling