-11.3%
ABT vs BX
+17.9%
-29.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -1.8% |
| 7D | -5.9% | -5.6% | -0.3% | -4.9% |
| 30D | -8.1% | -12.2% | +4.1% | -6.0% |
| 3M | +14.5% | +7.4% | +7.1% | +12.8% |
| 6M | -6.3% | +22.2% | -28.5% | -10.1% |
| YTD | -17.1% | -14.0% | -3.1% | -15.5% |
| 1Y | -21.4% | -27.3% | +5.9% | -17.5% |
| 3Y | +5.9% | +24.5% | -18.6% | -3.7% |
| All | -11.3% | +17.9% | -29.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling