+37.4%
BX vs COMP
+426.2%
-388.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.0% |
| 7D | -2.8% | +2.2% | -5.0% | -3.5% |
| 30D | +7.3% | +16.3% | -9.0% | +3.5% |
| 3M | -16.3% | -19.1% | +2.8% | -12.9% |
| 6M | +2.5% | +17.1% | -14.6% | -2.2% |
| YTD | -17.6% | -2.9% | -14.6% | -19.6% |
| 1Y | -12.4% | +8.8% | -21.2% | -16.7% |
| All | +37.4% | +426.2% | -388.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling