+967.3%
GILD vs BX
+869.4%
+97.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.2% | -1.2% |
| 7D | -4.8% | -5.6% | +0.8% | -3.9% |
| 30D | +5.8% | -12.2% | +18.0% | +8.1% |
| 3M | +14.9% | +7.4% | +7.5% | +13.3% |
| 6M | -0.4% | +22.2% | -22.5% | -4.3% |
| YTD | +18.5% | -14.0% | +32.5% | +20.5% |
| 1Y | +25.1% | -27.3% | +52.4% | +30.8% |
| 3Y | +105.9% | +24.5% | +81.3% | +92.0% |
| 5Y | +143.0% | +18.9% | +124.1% | +120.7% |
| 10Y | +162.4% | +665.4% | -503.0% | +64.3% |
| All | +967.3% | +869.4% | +97.9% | +482.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling