+20.7%
BMY vs BX
+22.1%
-1.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | -6.4% | -8.9% | +2.5% | -5.2% |
| 30D | +0.2% | -14.8% | +15.0% | +2.4% |
| 3M | +16.0% | +6.9% | +9.0% | +14.8% |
| 6M | +8.3% | +16.3% | -8.0% | +5.9% |
| YTD | +22.2% | -16.1% | +38.3% | +24.0% |
| 1Y | +41.7% | -26.8% | +68.5% | +46.6% |
| All | +20.7% | +22.1% | -1.3% | +12.8% |
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