+851.5%
BX vs EXEL
+473.6%
+378.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +14.2% | +13.1% | +1.1% | +11.3% |
| 3M | -18.7% | +36.3% | -55.1% | -24.0% |
| 6M | +2.5% | +34.5% | -32.1% | -4.2% |
| YTD | -18.8% | +57.4% | -76.2% | -27.0% |
| 1Y | -10.3% | +62.9% | -73.2% | -20.0% |
| 3Y | +35.4% | +229.5% | -194.1% | +1.1% |
| 5Y | +0.3% | +281.2% | -281.0% | -28.2% |
| 10Y | +668.4% | +320.7% | +347.6% | +385.6% |
| All | +851.5% | +473.6% | +378.0% | +177.7% |
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