+322.0%
BMY vs BX
+873.6%
-551.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +0.1% |
| 7D | -4.8% | -5.7% | +0.9% | -4.0% |
| 30D | -0.7% | -8.9% | +8.2% | +0.7% |
| 3M | +15.3% | +8.4% | +6.9% | +13.7% |
| 6M | +8.5% | +18.9% | -10.4% | +5.3% |
| YTD | +23.4% | -13.6% | +37.1% | +25.2% |
| 1Y | +42.9% | -22.4% | +65.4% | +47.2% |
| 3Y | +22.0% | +26.0% | -4.1% | +14.7% |
| 5Y | +24.3% | +18.8% | +5.5% | +14.1% |
| 10Y | +64.6% | +668.7% | -604.2% | +9.0% |
| All | +322.0% | +873.6% | -551.6% | +145.9% |
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