+18.8%
BX vs EXEL
+194.6%
-175.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.9% |
| 7D | -5.7% | -0.3% | -5.3% | -5.6% |
| 30D | -8.9% | +10.1% | -19.0% | -11.1% |
| 3M | +8.4% | +10.1% | -1.7% | +5.6% |
| 6M | +18.9% | +37.7% | -18.7% | +9.3% |
| YTD | -13.6% | +33.1% | -46.7% | -20.3% |
| 1Y | -22.4% | +52.4% | -74.8% | -31.4% |
| 3Y | +26.0% | +163.8% | -137.8% | -10.3% |
| 5Y | +18.8% | +198.5% | -179.7% | -26.5% |
| All | +18.8% | +194.6% | -175.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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