+16.0%
BX vs NDAQ
+48.4%
-32.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -0.9% |
| 7D | -8.9% | -6.8% | -2.1% | -3.3% |
| 30D | -14.8% | -3.2% | -11.6% | -12.5% |
| 3M | +6.9% | +6.5% | +0.4% | +0.3% |
| 6M | +16.3% | +5.7% | +10.5% | +9.3% |
| YTD | -16.1% | -4.6% | -11.5% | -14.0% |
| 1Y | -26.8% | -1.6% | -25.2% | -27.5% |
| 3Y | +22.4% | +86.4% | -64.0% | -32.9% |
| 5Y | +16.0% | +50.3% | -34.3% | -25.9% |
| All | +16.0% | +48.4% | -32.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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