+883.5%
BX vs ALNY
+1,476.5%
-593.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | -2.0% |
| 7D | -8.9% | -6.4% | -2.5% | -7.7% |
| 30D | -14.8% | +11.9% | -26.7% | -16.8% |
| 3M | +6.9% | -15.0% | +21.9% | +8.9% |
| 6M | +16.3% | -23.2% | +39.5% | +20.7% |
| YTD | -16.1% | -37.8% | +21.7% | -9.3% |
| 1Y | -26.8% | -47.3% | +20.5% | -18.5% |
| 3Y | +22.4% | +22.9% | -0.4% | +9.9% |
| 5Y | +16.0% | +30.6% | -14.6% | -1.5% |
| 10Y | +646.9% | +254.6% | +392.3% | +334.9% |
| All | +883.5% | +1,476.5% | -593.0% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling