+60.7%
BMY vs BX
+673.1%
-612.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.6% | -0.6% |
| 7D | -4.8% | -5.6% | +0.9% | -3.9% |
| 30D | -0.1% | -12.2% | +12.1% | +2.0% |
| 3M | +13.1% | +7.4% | +5.7% | +11.6% |
| 6M | +8.4% | +22.2% | -13.8% | +4.5% |
| YTD | +22.0% | -14.0% | +36.0% | +23.9% |
| 1Y | +40.3% | -27.3% | +67.6% | +46.3% |
| 3Y | +20.5% | +24.5% | -4.0% | +12.8% |
| 5Y | +23.7% | +18.9% | +4.8% | +12.5% |
| All | +60.7% | +673.1% | -612.4% | -3.6% |
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