+514.0%
NOW vs BX
+659.0%
-145.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.8% |
| 7D | +0.3% | +0.6% | -0.3% | -0.1% |
| 30D | -27.0% | +14.2% | -41.2% | -32.7% |
| 3M | -19.6% | -18.7% | -0.9% | -10.9% |
| 6M | +17.5% | +2.5% | +15.0% | +13.4% |
| YTD | -33.3% | -18.8% | -14.4% | -27.2% |
| 1Y | -39.8% | -10.3% | -29.5% | -38.1% |
| 3Y | -19.9% | +35.4% | -55.3% | -37.3% |
| 5Y | -26.1% | +0.3% | -26.3% | -34.1% |
| All | +514.0% | +659.0% | -145.0% | +87.0% |
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 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