+24.5%
BX vs DGX
+96.4%
-71.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.1% |
| 7D | -5.6% | -0.9% | -4.7% | -5.4% |
| 30D | -12.2% | -1.2% | -11.1% | -12.0% |
| 3M | +7.4% | +15.8% | -8.4% | +4.0% |
| 6M | +22.2% | +18.2% | +4.0% | +17.7% |
| YTD | -14.0% | +37.2% | -51.2% | -20.0% |
| 1Y | -27.3% | +30.4% | -57.6% | -31.7% |
| 3Y | +24.5% | +96.7% | -72.2% | +3.0% |
| All | +24.5% | +96.4% | -71.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling