+967.7%
BX vs NOC
+1,016.8%
-49.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.3% |
| 7D | -4.4% | -5.2% | +0.8% | -1.5% |
| 30D | +0.1% | -7.2% | +7.3% | +4.1% |
| 3M | +16.0% | -5.1% | +21.1% | +18.9% |
| 6M | +21.6% | -31.1% | +52.7% | +48.4% |
| YTD | -8.9% | -8.6% | -0.3% | -6.3% |
| 1Y | -16.6% | -9.7% | -6.9% | -14.0% |
| 3Y | +43.3% | +24.3% | +19.1% | +15.0% |
| 5Y | +25.7% | +52.6% | -26.9% | -19.5% |
| 10Y | +689.5% | +183.6% | +505.9% | +174.2% |
| All | +967.7% | +1,016.8% | -49.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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