+139.4%
VRTX vs OWL
+38.2%
+101.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.0% |
| 7D | +0.8% | -2.2% | +3.1% | +1.0% |
| 30D | +12.6% | +3.7% | +9.0% | +12.1% |
| 3M | +23.6% | +17.5% | +6.1% | +21.3% |
| 6M | +14.3% | +18.5% | -4.3% | +11.6% |
| YTD | +20.5% | -16.3% | +36.8% | +21.8% |
| 1Y | +37.6% | -29.7% | +67.3% | +41.4% |
| 3Y | +55.5% | +14.2% | +41.4% | +48.9% |
| 5Y | +175.7% | +2.5% | +173.3% | +158.3% |
| All | +139.4% | +38.2% | +101.2% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling