+912.2%
BX vs BBY
+257.1%
+655.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.1% |
| 7D | -5.7% | +1.2% | -6.8% | -6.1% |
| 30D | -8.9% | +6.8% | -15.7% | -11.6% |
| 3M | +8.4% | +18.7% | -10.4% | +0.3% |
| 6M | +18.9% | +37.3% | -18.4% | +2.5% |
| YTD | -13.6% | +35.3% | -48.9% | -25.4% |
| 1Y | -22.4% | +20.7% | -43.1% | -30.2% |
| 3Y | +26.0% | +39.4% | -13.4% | +3.3% |
| 5Y | +18.8% | -1.5% | +20.3% | +9.7% |
| 10Y | +668.7% | +239.8% | +428.9% | +297.0% |
| All | +912.2% | +257.1% | +655.1% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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