+0.4%
BX vs COMP
-17.6%
+18.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -2.8% |
| 7D | +1.8% | +13.4% | -11.6% | -1.4% |
| 30D | +7.9% | +11.1% | -3.2% | +4.8% |
| 3M | -9.6% | -18.8% | +9.2% | -5.6% |
| 6M | -2.3% | +10.5% | -12.8% | -5.9% |
| YTD | -19.3% | -3.4% | -15.9% | -21.5% |
| 1Y | -13.2% | +19.7% | -32.9% | -20.1% |
| 3Y | +33.8% | +381.6% | -347.8% | -19.5% |
| All | +0.4% | -17.6% | +18.0% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling