-1.1%
BX vs EMR
+87.7%
-88.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | -1.1% | +2.7% | -3.7% | -3.0% |
| 30D | +8.8% | +2.1% | +6.7% | +7.0% |
| 3M | -18.3% | +2.3% | -20.5% | -20.0% |
| 6M | -1.5% | +22.5% | -24.0% | -16.4% |
| YTD | -19.9% | +27.2% | -47.1% | -35.3% |
| 1Y | -14.5% | +28.0% | -42.5% | -31.5% |
| 3Y | +32.3% | +103.4% | -71.1% | -32.9% |
| 5Y | -1.1% | +88.2% | -89.3% | -46.9% |
| All | -1.1% | +87.7% | -88.8% | -46.9% |
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