-16.6%
BX vs ALNY
-40.8%
+24.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -4.4% | +12.2% | -16.6% | -5.7% |
| 30D | +0.1% | +16.3% | -16.3% | -1.8% |
| 3M | +16.0% | -12.4% | +28.4% | +15.7% |
| 6M | +21.6% | -18.7% | +40.3% | +21.8% |
| YTD | -8.9% | -33.1% | +24.2% | -9.9% |
| 1Y | -16.6% | -41.3% | +24.7% | -17.6% |
| All | -16.6% | -40.8% | +24.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling