+151.4%
ADBE vs BX
+673.1%
-521.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.2% |
| 7D | -5.4% | -5.6% | +0.3% | -2.8% |
| 30D | -2.5% | -12.2% | +9.7% | +3.5% |
| 3M | +15.3% | +7.4% | +7.9% | +11.0% |
| 6M | -7.8% | +22.2% | -30.0% | -17.3% |
| YTD | -27.9% | -14.0% | -13.9% | -24.3% |
| 1Y | -28.0% | -27.3% | -0.8% | -18.5% |
| 3Y | -55.3% | +24.5% | -79.9% | -63.3% |
| 5Y | -61.7% | +18.9% | -80.6% | -69.4% |
| All | +151.4% | +673.1% | -521.7% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling