+0.4%
BX vs COMP
-10.9%
+11.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +0.6% | 0.0% | +0.6% | +0.5% |
| 30D | +14.2% | +16.6% | -2.3% | +9.8% |
| 3M | -18.7% | -23.5% | +4.8% | -14.0% |
| 6M | +2.5% | +25.7% | -23.3% | -4.3% |
| YTD | -18.8% | -3.4% | -15.4% | -21.1% |
| 1Y | -10.3% | +7.6% | -17.9% | -15.2% |
| 3Y | +35.4% | +423.6% | -388.2% | -20.1% |
| All | +0.4% | -10.9% | +11.3% | -23.5% |
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