+661.1%
BX vs DGX
+255.3%
+405.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.7% |
| 7D | -5.6% | -0.9% | -4.7% | -5.2% |
| 30D | -12.2% | -1.2% | -11.1% | -11.7% |
| 3M | +7.4% | +15.8% | -8.4% | +0.1% |
| 6M | +22.2% | +18.2% | +4.0% | +12.6% |
| YTD | -14.0% | +37.2% | -51.2% | -26.4% |
| 1Y | -27.3% | +30.4% | -57.6% | -36.5% |
| 3Y | +24.5% | +96.7% | -72.2% | -13.6% |
| 5Y | +18.9% | +67.2% | -48.3% | -11.5% |
| All | +661.1% | +255.3% | +405.7% | +266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling