-2.8%
BSX vs BX
+17.9%
-20.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | -10.1% | -5.6% | -4.5% | -9.0% |
| 30D | -16.4% | -12.2% | -4.2% | -14.1% |
| 3M | -8.9% | +7.4% | -16.3% | -10.3% |
| 6M | -38.3% | +22.2% | -60.4% | -41.1% |
| YTD | -54.9% | -14.0% | -40.9% | -53.9% |
| 1Y | -58.8% | -27.3% | -31.5% | -56.3% |
| 3Y | -21.2% | +24.5% | -45.8% | -27.9% |
| All | -2.8% | +17.9% | -20.7% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling