+543.8%
ABT vs BX
+873.6%
-329.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.3% |
| 7D | -4.7% | -5.7% | +0.9% | -3.8% |
| 30D | -3.1% | -8.9% | +5.8% | -1.7% |
| 3M | +16.1% | +8.4% | +7.7% | +14.4% |
| 6M | -5.3% | +18.9% | -24.3% | -8.4% |
| YTD | -14.4% | -13.6% | -0.8% | -13.1% |
| 1Y | -18.4% | -22.4% | +4.0% | -15.8% |
| 3Y | +11.2% | +26.0% | -14.8% | +3.7% |
| 5Y | -9.4% | +18.8% | -28.2% | -16.8% |
| 10Y | +209.7% | +668.7% | -459.0% | +114.3% |
| All | +543.8% | +873.6% | -329.8% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling