+18.8%
BX vs EMR
+60.6%
-41.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.7% |
| 7D | -5.7% | +0.9% | -6.6% | -6.3% |
| 30D | -8.9% | -5.0% | -3.9% | -5.3% |
| 3M | +8.4% | +5.9% | +2.5% | +3.3% |
| 6M | +18.9% | +7.3% | +11.6% | +11.1% |
| YTD | -13.6% | +14.6% | -28.2% | -24.1% |
| 1Y | -22.4% | +15.6% | -38.1% | -33.1% |
| 3Y | +26.0% | +60.2% | -34.2% | -20.4% |
| 5Y | +18.8% | +65.8% | -47.1% | -29.4% |
| All | +18.8% | +60.6% | -41.9% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling