+30.8%
BX vs EMR
+62.0%
-31.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -2.0% | +3.1% | -5.0% | -3.9% |
| 30D | -2.3% | -3.5% | +1.2% | 0.0% |
| 3M | +18.5% | +9.8% | +8.7% | +11.2% |
| 6M | +23.7% | +10.8% | +12.9% | +14.5% |
| YTD | -10.4% | +15.9% | -26.3% | -20.1% |
| 1Y | -19.6% | +16.4% | -36.0% | -29.1% |
| 3Y | +30.8% | +62.1% | -31.3% | -8.7% |
| All | +30.8% | +62.0% | -31.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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