+912.2%
BX vs SONY
+160.2%
+752.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -5.7% | -4.9% | -0.8% | -3.2% |
| 30D | -8.9% | -1.6% | -7.3% | -8.3% |
| 3M | +8.4% | +10.0% | -1.6% | +2.1% |
| 6M | +18.9% | +8.4% | +10.5% | +11.8% |
| YTD | -13.6% | -8.4% | -5.2% | -11.3% |
| 1Y | -22.4% | -18.4% | -4.1% | -15.8% |
| 3Y | +26.0% | +41.0% | -14.9% | -0.4% |
| 5Y | +18.8% | +9.3% | +9.5% | +7.4% |
| 10Y | +668.7% | +281.7% | +387.1% | +243.9% |
| All | +912.2% | +160.2% | +752.0% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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