+7.4%
ABT vs BX
+22.1%
-14.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.5% |
| 7D | -5.0% | -8.9% | +3.9% | -4.1% |
| 30D | -5.8% | -14.8% | +9.0% | -4.4% |
| 3M | +16.7% | +6.9% | +9.8% | +16.0% |
| 6M | -5.2% | +16.3% | -21.5% | -6.6% |
| YTD | -16.0% | -16.1% | +0.1% | -15.1% |
| 1Y | -18.3% | -26.8% | +8.5% | -16.6% |
| All | +7.4% | +22.1% | -14.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 3y: compounded portfolio wealth divided by compounded BX 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…
3y analysis · Full analysis span regression · 6 months rolling