+790.9%
NOW vs BX
+655.5%
+135.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.3% | -0.3% |
| 7D | -4.1% | -5.7% | +1.6% | -0.9% |
| 30D | +2.9% | -8.9% | +11.8% | +8.3% |
| 3M | +22.6% | +8.4% | +14.2% | +16.8% |
| 6M | +7.5% | +18.9% | -11.4% | -3.1% |
| YTD | -14.4% | -13.6% | -0.8% | -8.7% |
| 1Y | -29.8% | -22.4% | -7.3% | -20.9% |
| 3Y | +9.2% | +26.0% | -16.8% | -9.9% |
| 5Y | +0.8% | +18.8% | -18.0% | -17.4% |
| 10Y | +790.9% | +668.7% | +122.2% | +182.5% |
| All | +790.9% | +655.5% | +135.5% | +182.5% |
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