+81.0%
BSX vs BX
+673.1%
-592.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.0% |
| 7D | -10.1% | -5.6% | -4.5% | -8.4% |
| 30D | -16.4% | -12.2% | -4.2% | -13.0% |
| 3M | -8.9% | +7.4% | -16.3% | -11.1% |
| 6M | -38.3% | +22.2% | -60.4% | -42.5% |
| YTD | -54.9% | -14.0% | -40.9% | -53.5% |
| 1Y | -58.8% | -27.3% | -31.5% | -55.3% |
| 3Y | -21.2% | +24.5% | -45.8% | -31.5% |
| 5Y | -3.3% | +18.9% | -22.2% | -19.9% |
| All | +81.0% | +673.1% | -592.1% | -23.1% |
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