+967.7%
BX vs EMR
+438.6%
+529.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.4% |
| 7D | -4.4% | -1.5% | -2.9% | -3.3% |
| 30D | +0.1% | -5.6% | +5.7% | +4.5% |
| 3M | +16.0% | +7.9% | +8.1% | +9.1% |
| 6M | +21.6% | +6.0% | +15.6% | +14.7% |
| YTD | -8.9% | +16.4% | -25.3% | -20.4% |
| 1Y | -16.6% | +16.6% | -33.2% | -27.9% |
| 3Y | +43.3% | +62.9% | -19.5% | -5.7% |
| 5Y | +25.7% | +60.1% | -34.4% | -15.7% |
| 10Y | +689.5% | +268.7% | +420.7% | +146.4% |
| All | +967.7% | +438.6% | +529.1% | +111.8% |
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