+967.7%
BX vs EXEL
+390.5%
+577.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.4% | +8.4% | -12.8% | -6.1% |
| 30D | +0.1% | +4.1% | -4.0% | -1.0% |
| 3M | +16.0% | +12.4% | +3.6% | +12.9% |
| 6M | +21.6% | +41.5% | -19.9% | +12.3% |
| YTD | -8.9% | +34.6% | -43.5% | -15.2% |
| 1Y | -16.6% | +57.9% | -74.5% | -25.4% |
| 3Y | +43.3% | +159.5% | -116.2% | +12.4% |
| 5Y | +25.7% | +198.5% | -172.8% | -5.4% |
| 10Y | +689.5% | +411.4% | +278.1% | +370.6% |
| All | +967.7% | +390.5% | +577.2% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling