+851.5%
BX vs EMR
+488.5%
+363.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | +2.8% | -2.3% | -1.5% |
| 30D | +14.2% | +3.7% | +10.6% | +11.0% |
| 3M | -18.7% | +2.0% | -20.8% | -20.3% |
| 6M | +2.5% | +22.1% | -19.6% | -12.5% |
| YTD | -18.8% | +27.2% | -46.0% | -33.9% |
| 1Y | -10.3% | +32.0% | -42.3% | -29.2% |
| 3Y | +35.4% | +103.3% | -67.9% | -24.8% |
| 5Y | +0.3% | +88.2% | -88.0% | -40.5% |
| 10Y | +668.4% | +280.4% | +387.9% | +135.7% |
| All | +851.5% | +488.5% | +363.0% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling