+184.9%
BSX vs BX
+873.6%
-688.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.6% | +1.0% |
| 7D | -7.0% | -5.7% | -1.4% | -5.5% |
| 30D | -10.9% | -8.9% | -2.0% | -8.6% |
| 3M | -8.2% | +8.4% | -16.6% | -10.5% |
| 6M | -37.5% | +18.9% | -56.4% | -41.0% |
| YTD | -52.8% | -13.6% | -39.2% | -51.6% |
| 1Y | -58.4% | -22.4% | -36.0% | -56.1% |
| 3Y | -16.5% | +26.0% | -42.6% | -25.8% |
| 5Y | -1.0% | +18.8% | -19.8% | -14.9% |
| 10Y | +91.2% | +668.7% | -577.5% | -6.5% |
| All | +184.9% | +873.6% | -688.7% | +3.4% |
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