+40.1%
GILD vs BX
-12.7%
+52.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -3.4% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +16.2% | +6.7% | +9.5% | +15.4% |
| 3M | +27.9% | -11.1% | +39.0% | +28.7% |
| 6M | +27.1% | -0.4% | +27.5% | +27.6% |
| YTD | +39.0% | -19.1% | +58.0% | +34.6% |
| 1Y | +40.1% | -13.6% | +53.6% | +36.0% |
| All | +40.1% | -12.7% | +52.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling