+252.1%
INTC vs BX
+673.1%
-421.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.5% |
| 7D | +7.5% | -5.6% | +13.1% | +10.1% |
| 30D | +2.0% | -12.2% | +14.2% | +7.7% |
| 3M | -12.0% | +7.4% | -19.4% | -15.8% |
| 6M | +114.5% | +22.2% | +92.4% | +91.4% |
| YTD | +179.0% | -14.0% | +193.0% | +190.9% |
| 1Y | +318.3% | -27.3% | +345.6% | +370.3% |
| 3Y | +171.2% | +24.5% | +146.7% | +134.1% |
| 5Y | +107.6% | +18.9% | +88.7% | +71.0% |
| All | +252.1% | +673.1% | -421.0% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling