+950.6%
BX vs UMC
+950.3%
+0.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -3.3% |
| 7D | -2.0% | +6.6% | -8.6% | -4.2% |
| 30D | -2.3% | +16.6% | -18.9% | -7.6% |
| 3M | +18.5% | +11.0% | +7.5% | +9.8% |
| 6M | +23.7% | +131.3% | -107.6% | -13.5% |
| YTD | -10.4% | +182.5% | -192.8% | -43.2% |
| 1Y | -19.6% | +222.3% | -241.8% | -51.6% |
| 3Y | +30.8% | +253.0% | -222.2% | -25.8% |
| 5Y | +24.3% | +141.8% | -117.5% | -20.3% |
| 10Y | +679.5% | +1,772.2% | -1,092.7% | +102.5% |
| All | +950.6% | +950.3% | +0.3% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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