+94.0%
BX vs COMP
-52.0%
+146.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -2.8% |
| 7D | +1.8% | +13.4% | -11.6% | -1.3% |
| 30D | +7.9% | +11.1% | -3.2% | +4.9% |
| 3M | -9.6% | -18.8% | +9.2% | -5.6% |
| 6M | -2.3% | +10.5% | -12.8% | -5.8% |
| YTD | -19.3% | -3.4% | -15.9% | -21.4% |
| 1Y | -13.2% | +19.7% | -32.9% | -19.9% |
| 3Y | +33.8% | +381.6% | -347.8% | -18.1% |
| 5Y | 0.0% | -17.6% | +17.6% | -23.2% |
| All | +94.0% | -52.0% | +146.0% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling